+15.0%
LOW vs ALHC
-31.6%
+46.6%
-33.9%
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% | -0.8% |
| 7D | -0.6% | -4.1% | +3.5% | -0.3% |
| 30D | -9.3% | -5.4% | -3.8% | -8.9% |
| 3M | -8.1% | -32.1% | +24.1% | -5.8% |
| 6M | -19.8% | -28.5% | +8.7% | -18.5% |
| YTD | -16.4% | -34.0% | +17.7% | -14.7% |
| 1Y | -24.7% | -20.9% | -3.7% | -24.4% |
| 3Y | -8.8% | +151.5% | -160.4% | -20.6% |
| 5Y | +7.8% | -28.8% | +36.6% | -1.4% |
| All | +15.0% | -31.6% | +46.6% | +3.3% |
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