+135.8%
LSCC vs ALHC
-61.5%
+197.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.5% |
| 7D | +13.0% | +1.0% | +12.0% | +12.8% |
| 30D | -19.8% | -14.2% | -5.7% | -18.5% |
| 3M | -18.4% | -45.1% | +26.7% | -13.0% |
| 6M | -16.1% | -59.5% | +43.4% | -8.6% |
| YTD | +42.7% | -62.8% | +105.6% | +56.4% |
| 1Y | +68.0% | -55.5% | +123.5% | +79.3% |
| 3Y | +85.8% | +25.7% | +60.2% | +53.3% |
| 5Y | +28.0% | -66.8% | +94.8% | +24.5% |
| All | +135.8% | -61.5% | +197.3% | +108.3% |
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