-4.9%
LYB vs ALHC
-32.8%
+27.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +0.3% | -6.9% | +7.1% | +0.3% |
| 30D | +2.5% | -6.7% | +9.2% | +2.5% |
| 3M | +1.4% | -37.7% | +39.1% | +1.9% |
| 6M | -3.5% | -30.0% | +26.5% | -3.4% |
| YTD | +52.0% | -36.2% | +88.1% | +52.4% |
| 1Y | +22.1% | -22.9% | +44.9% | +21.7% |
| 3Y | -22.8% | +138.4% | -161.1% | -27.1% |
| All | -4.9% | -32.8% | +27.8% | -9.2% |
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