+73.5%
LSCC vs ALHC
+25.6%
+47.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.1% | -1.5% | -8.3% |
| 7D | -4.8% | -6.2% | +1.4% | -4.6% |
| 30D | -27.1% | -9.7% | -17.4% | -26.9% |
| 3M | -23.6% | -44.7% | +21.1% | -22.5% |
| 6M | -19.8% | -58.7% | +38.9% | -18.1% |
| YTD | +33.2% | -61.7% | +95.0% | +36.0% |
| 1Y | +55.2% | -55.7% | +110.9% | +58.0% |
| All | +73.5% | +25.6% | +47.9% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling