+221.9%
RL vs ALHC
-64.2%
+286.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | -4.2% | +1.0% | -5.1% | -4.2% |
| 30D | +4.3% | -14.2% | +18.4% | +5.4% |
| 3M | -4.6% | -45.1% | +40.5% | -0.1% |
| 6M | +1.7% | -59.5% | +61.3% | +8.3% |
| YTD | +7.3% | -62.8% | +70.2% | +14.6% |
| 1Y | +20.8% | -55.5% | +76.3% | +26.8% |
| 3Y | +247.0% | +25.7% | +221.3% | +203.8% |
| All | +221.9% | -64.2% | +286.1% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling