+244.0%
RL vs ALC
-16.0%
+260.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.0% |
| 7D | -0.8% | -2.1% | +1.3% | +0.1% |
| 30D | -7.8% | -0.1% | -7.7% | -7.9% |
| 3M | -4.0% | +5.9% | -9.9% | -6.8% |
| 6M | -1.9% | -15.9% | +14.0% | +5.4% |
| YTD | -0.2% | -10.1% | +9.9% | +3.6% |
| 1Y | +10.7% | -10.2% | +20.9% | +14.6% |
| 3Y | +210.8% | -13.6% | +224.3% | +217.8% |
| All | +244.0% | -16.0% | +260.0% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling