+256.8%
RL vs ALHC
-60.6%
+317.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.6% |
| 7D | +2.4% | -0.8% | +3.2% | +2.4% |
| 30D | +4.6% | -9.6% | +14.2% | +5.4% |
| 3M | -1.1% | -44.5% | +43.4% | +3.3% |
| 6M | +16.5% | -59.2% | +75.7% | +23.8% |
| YTD | +11.4% | -62.0% | +73.4% | +18.4% |
| 1Y | +16.1% | -54.8% | +70.9% | +21.5% |
| 3Y | +252.6% | +25.0% | +227.6% | +213.8% |
| 5Y | +244.9% | -65.3% | +310.2% | +228.5% |
| All | +256.8% | -60.6% | +317.5% | +228.2% |
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