+14.1%
LII vs ALHC
-61.5%
+75.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.8% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | -4.6% | -14.2% | +9.6% | -3.8% |
| 3M | -21.2% | -45.1% | +23.9% | -18.6% |
| 6M | -36.4% | -59.5% | +23.1% | -33.5% |
| YTD | -28.9% | -62.8% | +33.9% | -25.5% |
| 1Y | -29.5% | -55.5% | +26.0% | -27.0% |
| 3Y | -8.6% | +25.7% | -34.3% | -15.8% |
| 5Y | +20.2% | -66.8% | +87.0% | +13.6% |
| All | +14.1% | -61.5% | +75.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling