+1,562.0%
LH vs ALK
+641.9%
+920.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +1.4% | +9.0% | -7.6% | 0.0% |
| 30D | +17.5% | -1.6% | +19.1% | +17.6% |
| 3M | +16.1% | -23.2% | +39.2% | +20.6% |
| 6M | +43.4% | -3.9% | +47.2% | +42.8% |
| YTD | +47.2% | -22.6% | +69.8% | +50.5% |
| 1Y | +50.1% | -5.3% | +55.5% | +48.2% |
| 3Y | +81.2% | +18.6% | +62.6% | +67.3% |
| 5Y | +63.7% | -34.4% | +98.1% | +63.6% |
| 10Y | +269.2% | -40.8% | +310.0% | +251.1% |
| All | +1,562.0% | +641.9% | +920.1% | +738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling