+167.7%
LTH vs ALHC
-54.8%
+222.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +0.3% | -5.5% | +5.8% | +1.0% |
| 30D | +17.7% | -4.9% | +22.7% | +18.3% |
| 3M | +8.5% | -41.7% | +50.2% | +16.0% |
| 6M | +46.9% | -55.2% | +102.1% | +60.1% |
| YTD | +78.8% | -61.1% | +139.8% | +97.5% |
| 1Y | +84.9% | -53.3% | +138.2% | +97.9% |
| 3Y | +246.4% | +28.2% | +218.2% | +183.0% |
| 5Y | +129.6% | -65.8% | +195.4% | +103.2% |
| All | +167.7% | -54.8% | +222.6% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling