+264.3%
RL vs ALC
+30.3%
+234.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | +1.3% | +2.3% | -1.0% | +0.2% |
| 30D | +7.6% | +15.5% | -7.9% | +0.1% |
| 3M | -1.5% | +0.6% | -2.1% | -2.1% |
| 6M | +12.1% | +18.4% | -6.3% | +2.3% |
| YTD | +13.9% | -5.6% | +19.5% | +15.4% |
| 1Y | +20.7% | 0.0% | +20.6% | +18.4% |
| 3Y | +260.6% | +2.8% | +257.7% | +235.1% |
| 5Y | +248.9% | -8.8% | +257.6% | +240.7% |
| All | +264.3% | +30.3% | +234.0% | +179.4% |
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