+152.2%
LSCC vs ALHC
-61.4%
+213.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.2% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | -2.3% | -10.6% | +8.3% | -1.0% |
| 3M | -12.5% | -45.3% | +32.8% | -6.7% |
| 6M | -10.6% | -59.7% | +49.1% | -2.4% |
| YTD | +52.7% | -62.7% | +115.4% | +67.2% |
| 1Y | +74.0% | -56.1% | +130.1% | +86.0% |
| 3Y | +104.8% | +21.3% | +83.5% | +70.4% |
| 5Y | +36.2% | -66.0% | +102.2% | +32.1% |
| All | +152.2% | -61.4% | +213.6% | +122.7% |
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