+548.5%
LITE vs ALHC
-61.8%
+610.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.6% | +10.7% |
| 7D | -12.9% | +3.9% | -16.8% | -13.0% |
| 30D | -46.0% | -3.6% | -42.3% | -45.8% |
| 3M | -33.0% | -49.4% | +16.4% | -30.6% |
| 6M | -34.0% | -59.5% | +25.4% | -31.2% |
| YTD | +61.7% | -63.2% | +124.9% | +68.9% |
| 1Y | +148.3% | -55.5% | +203.8% | +154.9% |
| 3Y | +1,408.5% | +23.0% | +1,385.5% | +1,242.1% |
| 5Y | +546.2% | -65.7% | +611.9% | +524.8% |
| All | +548.5% | -61.8% | +610.3% | +514.2% |
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