+34.6%
RL vs ALHC
-51.4%
+86.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.1% | -5.7% | +3.8% |
| 7D | +5.8% | -0.5% | +6.3% | +5.7% |
| 30D | +12.7% | -4.2% | +17.0% | +12.8% |
| 3M | +9.3% | -39.8% | +49.1% | +12.8% |
| 6M | +16.9% | -57.7% | +74.7% | +22.9% |
| YTD | +17.5% | -58.8% | +76.3% | +19.3% |
| 1Y | +34.6% | -52.4% | +87.0% | +27.3% |
| All | +34.6% | -51.4% | +86.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling