+245.6%
LTH vs ALHC
+30.0%
+215.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.7% |
| 7D | +6.4% | +3.8% | +2.6% | +6.1% |
| 30D | +16.7% | +1.7% | +15.1% | +16.4% |
| 3M | +11.7% | -44.3% | +56.0% | +15.9% |
| 6M | +48.5% | -57.2% | +105.7% | +55.6% |
| YTD | +78.4% | -61.2% | +139.6% | +87.6% |
| 1Y | +89.7% | -53.2% | +142.9% | +96.2% |
| 3Y | +245.6% | +27.8% | +217.8% | +210.3% |
| All | +245.6% | +30.0% | +215.6% | +210.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling