+464.0%
RKLB vs ALHC
-29.3%
+493.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +5.3% | -1.0% | +6.3% | +5.6% |
| 30D | -20.5% | -6.3% | -14.1% | -19.4% |
| 3M | -42.0% | -12.3% | -29.7% | -42.1% |
| 6M | -6.0% | -27.0% | +21.0% | -2.7% |
| YTD | -5.6% | -31.8% | +26.3% | -0.9% |
| 1Y | +38.0% | -17.0% | +55.0% | +37.4% |
| 3Y | +962.4% | +159.8% | +802.6% | +585.0% |
| 5Y | +336.5% | -25.1% | +361.7% | +254.1% |
| All | +464.0% | -29.3% | +493.3% | +334.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling