+454.4%
LITE vs ALHC
-60.3%
+514.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.1% | -11.6% | -18.3% |
| 7D | -44.6% | -6.2% | -38.4% | -44.3% |
| 30D | -55.0% | -9.7% | -45.4% | -54.8% |
| 3M | -38.3% | -44.7% | +6.4% | -36.4% |
| 6M | -48.8% | -58.7% | +9.9% | -46.5% |
| YTD | +38.3% | -61.7% | +100.0% | +44.1% |
| 1Y | +119.0% | -55.7% | +174.7% | +125.2% |
| 3Y | +1,092.0% | +25.6% | +1,066.4% | +961.0% |
| 5Y | +446.1% | -65.8% | +511.9% | +429.0% |
| All | +454.4% | -60.3% | +514.8% | +424.1% |
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