+141.5%
LTH vs ALHC
-64.2%
+205.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.9% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | +16.3% | -14.2% | +30.5% | +18.4% |
| 3M | +8.4% | -45.1% | +53.5% | +16.8% |
| 6M | +40.3% | -59.5% | +99.8% | +55.2% |
| YTD | +77.3% | -62.8% | +140.1% | +97.0% |
| 1Y | +88.0% | -55.5% | +143.4% | +102.4% |
| 3Y | +274.3% | +25.7% | +248.6% | +206.2% |
| All | +141.5% | -64.2% | +205.7% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling