+263.9%
RL vs ALHC
-61.8%
+325.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.9% |
| 7D | +0.2% | +3.9% | -3.6% | 0.0% |
| 30D | +7.3% | -3.6% | +11.0% | +7.6% |
| 3M | +1.0% | -49.4% | +50.5% | +6.4% |
| 6M | +11.8% | -59.5% | +71.2% | +18.7% |
| YTD | +13.6% | -63.2% | +76.8% | +21.1% |
| 1Y | +24.0% | -55.5% | +79.5% | +30.0% |
| 3Y | +256.6% | +23.0% | +233.6% | +217.6% |
| 5Y | +240.2% | -65.7% | +305.9% | +224.6% |
| All | +263.9% | -61.8% | +325.7% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling