-8.4%
LHX vs ALHC
-22.7%
+14.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -4.8% | -5.8% | +1.0% | -4.6% |
| 30D | -12.7% | -3.3% | -9.4% | -12.6% |
| 3M | -17.6% | -37.9% | +20.3% | -16.3% |
| 6M | -30.7% | -29.5% | -1.2% | -30.6% |
| YTD | -14.3% | -35.4% | +21.0% | -13.9% |
| 1Y | -8.4% | -22.4% | +14.0% | -10.0% |
| All | -8.4% | -22.7% | +14.3% | -10.0% |
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