+32.7%
LOW vs ALHC
-61.4%
+94.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +21.7% | -10.6% | +32.3% | +22.6% |
| 3M | +5.0% | -45.3% | +50.3% | +9.4% |
| 6M | +4.6% | -59.7% | +64.3% | +10.6% |
| YTD | -3.5% | -62.7% | +59.2% | +2.2% |
| 1Y | +0.5% | -56.1% | +56.7% | +5.1% |
| 3Y | +24.8% | +21.3% | +3.6% | +15.2% |
| 5Y | +6.5% | -66.0% | +72.4% | +1.4% |
| All | +32.7% | -61.4% | +94.1% | +23.9% |
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