+68.0%
LIN vs ALHC
-62.4%
+130.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.5% | -0.3% |
| 7D | +3.6% | -6.2% | +9.8% | +3.8% |
| 30D | +6.4% | -9.7% | +16.1% | +6.7% |
| 3M | +6.5% | -44.7% | +51.2% | +9.0% |
| 6M | +4.9% | -58.7% | +63.5% | +8.4% |
| YTD | +23.4% | -61.7% | +85.2% | +27.6% |
| 1Y | +26.3% | -55.7% | +82.0% | +29.6% |
| 3Y | +38.0% | +25.6% | +12.4% | +30.7% |
| 5Y | +68.0% | -65.8% | +133.8% | +59.7% |
| All | +68.0% | -62.4% | +130.4% | +59.7% |
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