+485.9%
LITE vs ALHC
-61.5%
+547.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.8% |
| 7D | -35.9% | +1.0% | -36.9% | -35.9% |
| 30D | -51.5% | -14.2% | -37.4% | -51.2% |
| 3M | -35.7% | -45.1% | +9.4% | -33.7% |
| 6M | -43.0% | -59.5% | +16.6% | -40.4% |
| YTD | +46.1% | -62.8% | +109.0% | +52.5% |
| 1Y | +124.7% | -55.5% | +180.2% | +130.8% |
| 3Y | +1,172.1% | +25.7% | +1,146.4% | +1,029.9% |
| 5Y | +477.0% | -66.8% | +543.8% | +459.8% |
| All | +485.9% | -61.5% | +547.3% | +454.7% |
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 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