+19.2%
LHX vs ALHC
-27.5%
+46.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.0% |
| 7D | -3.7% | -4.1% | +0.4% | -3.6% |
| 30D | -13.2% | -5.4% | -7.7% | -13.0% |
| 3M | -18.4% | -32.1% | +13.8% | -17.5% |
| 6M | -32.0% | -28.5% | -3.5% | -31.6% |
| YTD | -13.6% | -34.0% | +20.4% | -13.0% |
| 1Y | -6.0% | -20.9% | +15.0% | -5.9% |
| 3Y | +57.9% | +151.5% | -93.6% | +49.2% |
| 5Y | +19.2% | -28.8% | +48.1% | +16.4% |
| All | +19.2% | -27.5% | +46.7% | +16.4% |
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