+579.5%
LITE vs ALHC
-60.6%
+640.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.5% |
| 7D | +22.6% | -0.8% | +23.3% | +22.6% |
| 30D | -36.8% | -9.6% | -27.1% | -36.4% |
| 3M | -33.0% | -44.5% | +11.5% | -31.0% |
| 6M | -37.1% | -59.2% | +22.1% | -34.2% |
| YTD | +69.5% | -62.0% | +131.5% | +76.6% |
| 1Y | +146.1% | -54.8% | +200.9% | +152.6% |
| 3Y | +1,440.8% | +25.0% | +1,415.8% | +1,270.9% |
| 5Y | +580.4% | -65.3% | +645.8% | +558.6% |
| All | +579.5% | -60.6% | +640.1% | +542.4% |
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