-19.8%
LSCC vs ALHC
-60.7%
+40.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.1% | -1.5% | -8.3% |
| 7D | -4.8% | -6.2% | +1.4% | -4.8% |
| 30D | -27.1% | -9.7% | -17.4% | -27.1% |
| 3M | -23.6% | -44.7% | +21.1% | -24.4% |
| 6M | -19.8% | -58.7% | +38.9% | -15.3% |
| All | -19.8% | -60.7% | +40.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling