+858.6%
LITE vs ALHC
-28.9%
+887.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | -6.8% | -10.2% | +3.4% | -6.7% |
| 6M | +29.4% | -28.3% | +57.7% | +31.1% |
| YTD | +139.1% | -31.4% | +170.5% | +141.8% |
| 1Y | +521.0% | -16.9% | +537.9% | +517.1% |
| 3Y | +1,535.3% | +135.5% | +1,399.8% | +1,295.9% |
| 5Y | +889.8% | -33.6% | +923.5% | +821.4% |
| All | +858.6% | -28.9% | +887.5% | +779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling