+37.6%
LHX vs ALHC
-33.8%
+71.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | -4.3% | -6.9% | +2.6% | -4.0% |
| 30D | -15.1% | -6.7% | -8.4% | -14.9% |
| 3M | -21.0% | -37.7% | +16.7% | -19.9% |
| 6M | -32.0% | -30.0% | -2.0% | -31.6% |
| YTD | -15.3% | -36.2% | +20.8% | -14.6% |
| 1Y | -11.1% | -22.9% | +11.8% | -10.9% |
| 3Y | +54.0% | +138.4% | -84.4% | +46.2% |
| 5Y | +17.1% | -32.8% | +49.9% | +14.4% |
| All | +37.6% | -33.8% | +71.4% | +34.7% |
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