+52.6%
LHX vs ALHC
-61.4%
+114.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +14.7% | -10.6% | +25.2% | +15.0% |
| 3M | -5.1% | -45.3% | +40.2% | -3.5% |
| 6M | -9.9% | -59.7% | +49.8% | -7.9% |
| YTD | -6.1% | -62.7% | +56.7% | -3.9% |
| 1Y | -4.0% | -56.1% | +52.1% | -2.3% |
| 3Y | +56.9% | +21.3% | +35.7% | +52.1% |
| 5Y | +36.6% | -66.0% | +102.6% | +35.8% |
| All | +52.6% | -61.4% | +114.0% | +51.6% |
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