+50.6%
LYB vs ALHC
-51.4%
+102.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.1% | -14.9% | -4.0% |
| 7D | -6.2% | -0.5% | -5.7% | -6.0% |
| 30D | +6.3% | -4.2% | +10.6% | +6.4% |
| 3M | +4.1% | -39.8% | +43.9% | +1.4% |
| 6M | -15.5% | -57.7% | +42.3% | -18.0% |
| YTD | +50.2% | -58.8% | +109.0% | +40.7% |
| 1Y | +50.6% | -52.4% | +103.0% | +30.4% |
| All | +50.6% | -51.4% | +102.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling