+69.6%
LSCC vs ALHC
-51.4%
+121.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.1% | -8.9% | +0.6% |
| 7D | +3.0% | -0.5% | +3.4% | +2.8% |
| 30D | -19.3% | -4.2% | -15.0% | -19.3% |
| 3M | -22.3% | -39.8% | +17.5% | -20.8% |
| 6M | -14.6% | -57.7% | +43.1% | -9.6% |
| YTD | +45.8% | -58.8% | +104.5% | +48.2% |
| 1Y | +69.6% | -52.4% | +122.0% | +65.9% |
| All | +69.6% | -51.4% | +121.1% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling