+143.5%
LTH vs ALC
-8.1%
+151.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.6% |
| 7D | -0.6% | -2.1% | +1.5% | +0.6% |
| 30D | -4.6% | -0.1% | -4.5% | -4.7% |
| 3M | +32.8% | +5.9% | +26.9% | +27.5% |
| 6M | +64.6% | -15.9% | +80.6% | +80.3% |
| YTD | +62.6% | -10.1% | +72.7% | +69.1% |
| 1Y | +49.9% | -10.2% | +60.2% | +55.7% |
| 3Y | +151.3% | -13.6% | +164.9% | +158.2% |
| All | +143.5% | -8.1% | +151.6% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling