+259.2%
RL vs ALC
+27.5%
+231.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.3% |
| 7D | -4.4% | -6.3% | +1.9% | -1.2% |
| 30D | +5.6% | +12.6% | -7.0% | -0.5% |
| 3M | -0.6% | -3.8% | +3.2% | +1.0% |
| 6M | +15.5% | +16.8% | -1.4% | +6.0% |
| YTD | +12.3% | -7.6% | +19.9% | +15.0% |
| 1Y | +19.3% | -5.9% | +25.2% | +20.9% |
| 3Y | +255.5% | +0.6% | +255.0% | +234.0% |
| 5Y | +247.1% | -9.5% | +256.5% | +239.9% |
| All | +259.2% | +27.5% | +231.8% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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