+251.8%
RL vs ALHC
+25.6%
+226.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.1% | -0.2% | -7.1% |
| 7D | -4.7% | -6.2% | +1.5% | -4.4% |
| 30D | +3.6% | -9.7% | +13.2% | +3.9% |
| 3M | +0.5% | -44.7% | +45.3% | +2.6% |
| 6M | +6.6% | -58.7% | +65.3% | +9.4% |
| YTD | +8.8% | -61.7% | +70.6% | +11.8% |
| 1Y | +21.8% | -55.7% | +77.4% | +24.6% |
| All | +251.8% | +25.6% | +226.2% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling