+22.6%
LII vs ALHC
-62.4%
+85.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -2.3% |
| 7D | +0.2% | -6.2% | +6.4% | +0.6% |
| 30D | -4.6% | -9.7% | +5.1% | -4.1% |
| 3M | -21.7% | -44.7% | +23.1% | -18.7% |
| 6M | -32.8% | -58.7% | +25.9% | -29.4% |
| YTD | -27.5% | -61.7% | +34.2% | -23.7% |
| 1Y | -28.0% | -55.7% | +27.7% | -25.1% |
| 3Y | -7.2% | +25.6% | -32.8% | -16.1% |
| 5Y | +22.6% | -65.8% | +88.4% | +21.1% |
| All | +22.6% | -62.4% | +85.0% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling