+20.3%
RL vs ALHC
-55.2%
+75.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.9% |
| 7D | +0.2% | +3.9% | -3.6% | +0.2% |
| 30D | +7.3% | -3.6% | +11.0% | +7.6% |
| 3M | +1.0% | -49.4% | +50.5% | +5.7% |
| 6M | +11.8% | -59.5% | +71.2% | +17.6% |
| YTD | +13.6% | -63.2% | +76.8% | +15.6% |
| All | +20.3% | -55.2% | +75.5% | +8.9% |
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 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