+88.0%
LTH vs ALC
+2.0%
+86.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | +4.5% | +4.9% | -0.4% | +3.9% |
| 30D | +16.3% | +19.0% | -2.6% | +14.5% |
| 3M | +8.4% | +7.8% | +0.6% | +7.5% |
| 6M | +40.3% | +14.6% | +25.7% | +38.6% |
| YTD | +77.3% | -4.4% | +81.7% | +76.1% |
| 1Y | +88.0% | +1.4% | +86.6% | +78.8% |
| All | +88.0% | +2.0% | +86.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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