+74.0%
LSCC vs ALHC
-55.7%
+129.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.3% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -2.3% | -10.6% | +8.3% | -1.6% |
| 3M | -12.5% | -45.3% | +32.8% | -10.1% |
| 6M | -10.6% | -59.7% | +49.1% | -5.5% |
| YTD | +52.7% | -62.7% | +115.4% | +56.3% |
| 1Y | +74.0% | -56.1% | +130.1% | +68.9% |
| All | +74.0% | -55.7% | +129.6% | +68.9% |
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