+225.8%
LHX vs ALM
+2,776.7%
-2,551.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.6% |
| 7D | -4.8% | -7.1% | +2.3% | -4.7% |
| 30D | -12.7% | +24.7% | -37.4% | -13.2% |
| 3M | -17.6% | +8.3% | -25.9% | -17.9% |
| 6M | -30.7% | -22.2% | -8.6% | -30.7% |
| YTD | -14.3% | +88.1% | -102.4% | -15.6% |
| 1Y | -8.4% | +272.4% | -280.8% | -10.6% |
| 3Y | +56.7% | +2,004.1% | -1,947.5% | +49.1% |
| 5Y | +18.5% | +915.8% | -897.3% | +13.2% |
| All | +225.8% | +2,776.7% | -2,551.0% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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