+18.4%
LOW vs ALHC
-28.9%
+47.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | -7.0% | -1.0% | -6.0% | -7.0% |
| 3M | -0.9% | -10.2% | +9.3% | -0.8% |
| 6M | -20.1% | -28.3% | +8.2% | -18.9% |
| YTD | -13.9% | -31.4% | +17.5% | -12.5% |
| 1Y | -21.1% | -16.9% | -4.2% | -21.1% |
| 3Y | -6.6% | +135.5% | -142.1% | -18.1% |
| 5Y | +9.4% | -33.6% | +43.0% | -0.3% |
| All | +18.4% | -28.9% | +47.3% | +6.1% |
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