+85.8%
LSCC vs ALHC
-53.4%
+139.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.3% |
| 7D | +14.5% | -5.5% | +20.0% | +15.0% |
| 30D | -0.1% | -4.9% | +4.9% | +0.2% |
| 3M | -2.7% | -41.7% | +39.1% | -0.5% |
| 6M | -4.8% | -55.2% | +50.4% | -0.8% |
| YTD | +66.9% | -61.1% | +127.9% | +70.1% |
| 1Y | +85.8% | -53.3% | +139.2% | +79.9% |
| All | +85.8% | -53.4% | +139.2% | +79.9% |
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