+87.0%
LH vs ALK
+13.2%
+73.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +1.1% | -1.2% | +2.2% | +1.2% |
| 30D | +16.7% | +7.7% | +9.0% | +15.6% |
| 3M | +15.1% | -19.0% | +34.1% | +17.6% |
| 6M | +46.3% | -0.2% | +46.5% | +45.2% |
| YTD | +48.8% | -23.5% | +72.3% | +50.8% |
| 1Y | +39.7% | -9.1% | +48.8% | +38.4% |
| 3Y | +87.0% | +12.0% | +75.0% | +78.9% |
| All | +87.0% | +13.2% | +73.9% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling