-22.0%
LYB vs ALHC
+146.3%
-168.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.4% |
| 7D | -0.7% | -5.8% | +5.1% | -0.8% |
| 30D | +1.5% | -3.3% | +4.9% | +1.5% |
| 3M | -0.3% | -37.9% | +37.7% | -0.6% |
| 6M | +0.1% | -29.5% | +29.6% | -0.2% |
| YTD | +53.4% | -35.4% | +88.8% | +53.0% |
| 1Y | +25.6% | -22.4% | +48.1% | +25.0% |
| All | -22.0% | +146.3% | -168.4% | -25.8% |
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