-40.3%
LUMN vs ALHC
-33.8%
-6.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +2.5% | -6.9% | +9.4% | +3.3% |
| 30D | +10.3% | -6.7% | +17.1% | +11.1% |
| 3M | -18.3% | -37.7% | +19.4% | -14.8% |
| 6M | +4.4% | -30.0% | +34.3% | +6.1% |
| YTD | -10.7% | -36.2% | +25.5% | -8.1% |
| 1Y | +14.0% | -22.9% | +36.8% | +14.3% |
| 3Y | +406.6% | +138.4% | +268.2% | +329.7% |
| 5Y | -36.8% | -32.8% | -4.0% | -45.0% |
| All | -40.3% | -33.8% | -6.5% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling