-12.1%
LYB vs ALHC
-31.6%
+19.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -3.0% |
| 30D | +4.0% | -5.4% | +9.5% | +4.1% |
| 3M | +2.4% | -32.1% | +34.5% | +2.8% |
| 6M | -1.4% | -28.5% | +27.0% | -1.3% |
| YTD | +53.9% | -34.0% | +88.0% | +54.4% |
| 1Y | +26.1% | -20.9% | +47.0% | +25.7% |
| 3Y | -21.0% | +151.5% | -172.6% | -25.5% |
| 5Y | -0.7% | -28.8% | +28.1% | -4.0% |
| All | -12.1% | -31.6% | +19.5% | -18.8% |
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 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