+18.0%
LH vs ALK
-36.0%
+54.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +2.0% | -18.5% | +20.5% | +4.3% |
| 3M | +24.3% | -3.6% | +27.8% | +24.2% |
| 6M | +21.1% | -3.7% | +24.7% | +20.0% |
| YTD | +30.4% | -19.0% | +49.5% | +29.7% |
| All | +18.0% | -36.0% | +54.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling