+263.3%
RL vs ALC
+32.2%
+231.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.6% | +5.7% |
| 7D | +0.2% | +2.1% | -1.8% | -0.7% |
| 30D | +7.3% | +17.2% | -9.9% | -0.8% |
| 3M | +1.0% | +4.6% | -3.6% | -1.5% |
| 6M | +11.8% | +20.1% | -8.3% | +1.3% |
| YTD | +13.6% | -4.2% | +17.8% | +14.3% |
| 1Y | +24.0% | +2.1% | +22.0% | +20.6% |
| 3Y | +256.6% | +4.5% | +252.1% | +228.8% |
| 5Y | +240.2% | -12.3% | +252.6% | +240.0% |
| All | +263.3% | +32.2% | +231.1% | +176.7% |
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