+252.7%
RL vs ALHC
-61.4%
+314.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +2.9% | -10.6% | +13.5% | +3.8% |
| 3M | 0.0% | -45.3% | +45.3% | +4.6% |
| 6M | +17.1% | -59.7% | +76.8% | +24.5% |
| YTD | +10.1% | -62.7% | +72.9% | +17.3% |
| 1Y | +17.3% | -56.1% | +73.4% | +23.1% |
| 3Y | +249.3% | +21.3% | +228.1% | +211.9% |
| 5Y | +240.9% | -66.0% | +306.9% | +225.2% |
| All | +252.7% | -61.4% | +314.1% | +224.9% |
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