+1,103.8%
LITE vs ALHC
+25.6%
+1,078.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.1% | -11.6% | -18.7% |
| 7D | -44.6% | -6.2% | -38.4% | -44.6% |
| 30D | -55.0% | -9.7% | -45.4% | -55.0% |
| 3M | -38.3% | -44.7% | +6.4% | -38.3% |
| 6M | -48.8% | -58.7% | +9.9% | -48.3% |
| YTD | +38.3% | -61.7% | +100.0% | +38.4% |
| 1Y | +119.0% | -55.7% | +174.7% | +118.0% |
| All | +1,103.8% | +25.6% | +1,078.2% | +913.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling