+101.4%
LIN vs ALHC
-61.4%
+162.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +0.8% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +6.8% | -10.6% | +17.3% | +7.2% |
| 3M | +10.4% | -45.3% | +55.7% | +12.9% |
| 6M | +3.2% | -59.7% | +62.9% | +6.6% |
| YTD | +24.6% | -62.7% | +87.3% | +28.7% |
| 1Y | +24.4% | -56.1% | +80.5% | +27.5% |
| 3Y | +36.7% | +21.3% | +15.5% | +30.5% |
| 5Y | +67.0% | -66.0% | +133.0% | +61.8% |
| All | +101.4% | -61.4% | +162.8% | +89.0% |
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