+166.8%
LSCC vs ALHC
-60.6%
+227.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.9% |
| 7D | +21.2% | -0.8% | +22.0% | +21.3% |
| 30D | -1.9% | -9.6% | +7.7% | -0.7% |
| 3M | -8.1% | -44.5% | +36.5% | -2.1% |
| 6M | -5.2% | -59.2% | +53.9% | +3.3% |
| YTD | +61.5% | -62.0% | +123.6% | +76.4% |
| 1Y | +81.3% | -54.8% | +136.1% | +93.1% |
| 3Y | +108.7% | +25.0% | +83.7% | +72.8% |
| 5Y | +44.1% | -65.3% | +109.5% | +39.4% |
| All | +166.8% | -60.6% | +227.5% | +135.1% |
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 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