+50.1%
LNT vs ALHC
-31.6%
+81.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | +0.2% | -4.1% | +4.3% | +0.3% |
| 30D | -0.5% | -5.4% | +4.9% | -0.4% |
| 3M | -5.5% | -32.1% | +26.6% | -4.7% |
| 6M | -3.8% | -28.5% | +24.7% | -3.3% |
| YTD | +6.8% | -34.0% | +40.9% | +7.5% |
| 1Y | +9.3% | -20.9% | +30.2% | +9.4% |
| 3Y | +47.9% | +151.5% | -103.6% | +41.3% |
| 5Y | +31.6% | -28.8% | +60.4% | +27.3% |
| All | +50.1% | -31.6% | +81.7% | +45.1% |
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