+50.4%
LNT vs ALHC
-28.9%
+79.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | -3.2% | -1.0% | -2.2% | -3.2% |
| 3M | -4.1% | -10.2% | +6.1% | -4.1% |
| 6M | -4.6% | -28.3% | +23.7% | -4.1% |
| YTD | +7.0% | -31.4% | +38.4% | +7.5% |
| 1Y | +8.3% | -16.9% | +25.2% | +8.2% |
| 3Y | +51.0% | +135.5% | -84.5% | +44.5% |
| 5Y | +30.2% | -33.6% | +63.8% | +25.4% |
| All | +50.4% | -28.9% | +79.3% | +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 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