+154.0%
LTH vs ALC
-13.3%
+167.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.3% |
| 7D | -0.6% | -2.1% | +1.5% | +0.3% |
| 30D | -4.6% | -0.1% | -4.5% | -4.7% |
| 3M | +32.8% | +5.9% | +26.9% | +28.9% |
| 6M | +64.6% | -15.9% | +80.6% | +78.0% |
| YTD | +62.6% | -10.1% | +72.7% | +68.2% |
| 1Y | +49.9% | -10.2% | +60.2% | +55.0% |
| All | +154.0% | -13.3% | +167.3% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling