+256.3%
RL vs ALC
+26.4%
+229.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | +2.4% | -6.2% | +8.5% | +5.6% |
| 30D | +4.6% | +14.0% | -9.5% | -2.1% |
| 3M | -1.1% | -2.4% | +1.3% | -0.2% |
| 6M | +16.5% | +12.6% | +3.9% | +9.0% |
| YTD | +11.4% | -8.4% | +19.8% | +14.6% |
| 1Y | +16.1% | -9.1% | +25.2% | +19.8% |
| 3Y | +252.6% | -0.3% | +252.9% | +232.7% |
| 5Y | +244.9% | -9.9% | +254.8% | +238.6% |
| All | +256.3% | +26.4% | +229.9% | +177.4% |
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