+82.0%
LSCC vs ALHC
-33.5%
+115.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -9.7% | -1.0% | -8.6% | -9.6% |
| 3M | -23.7% | -10.2% | -13.6% | -23.9% |
| 6M | +26.5% | -28.3% | +54.8% | +29.3% |
| YTD | +57.5% | -31.4% | +89.0% | +61.4% |
| 1Y | +75.7% | -16.9% | +92.6% | +75.1% |
| 3Y | +19.5% | +135.5% | -116.0% | -9.3% |
| All | +82.0% | -33.5% | +115.5% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling