+62.8%
LNT vs ALHC
-60.6%
+123.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +9.9% | -9.6% | +19.6% | +10.2% |
| 3M | +4.8% | -44.5% | +49.3% | +6.4% |
| 6M | +2.2% | -59.2% | +61.4% | +4.2% |
| YTD | +15.9% | -62.0% | +77.9% | +18.2% |
| 1Y | +10.6% | -54.8% | +65.4% | +12.2% |
| 3Y | +66.1% | +25.0% | +41.1% | +61.6% |
| 5Y | +55.6% | -65.3% | +120.9% | +52.1% |
| All | +62.8% | -60.6% | +123.5% | +59.5% |
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