+549.0%
LITE vs ALHC
-61.4%
+610.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.4% |
| 7D | +10.8% | +0.3% | +10.5% | +10.7% |
| 30D | -33.4% | -10.6% | -22.9% | -33.0% |
| 3M | -32.2% | -45.3% | +13.1% | -30.1% |
| 6M | -42.1% | -59.7% | +17.6% | -39.5% |
| YTD | +61.9% | -62.7% | +124.6% | +68.9% |
| 1Y | +163.0% | -56.1% | +219.1% | +170.5% |
| 3Y | +1,358.0% | +21.3% | +1,336.8% | +1,200.4% |
| 5Y | +549.9% | -66.0% | +615.9% | +529.7% |
| All | +549.0% | -61.4% | +610.4% | +514.3% |
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