+21.2%
LSCC vs ALHC
+136.3%
-115.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | -9.7% | -1.0% | -8.6% | -9.7% |
| 3M | -23.7% | -10.2% | -13.6% | -23.6% |
| 6M | +26.5% | -28.3% | +54.8% | +27.3% |
| YTD | +57.5% | -31.4% | +89.0% | +58.5% |
| 1Y | +75.7% | -16.9% | +92.6% | +76.2% |
| All | +21.2% | +136.3% | -115.1% | +16.0% |
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