+570.9%
LHX vs ALM
+8,394.4%
-7,823.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.3% |
| 7D | -2.5% | +8.4% | -10.9% | -2.5% |
| 30D | -10.4% | +34.8% | -45.2% | -10.4% |
| 3M | -14.9% | +16.2% | -31.2% | -15.0% |
| 6M | -29.6% | +2.1% | -31.8% | -29.7% |
| YTD | -11.8% | +117.0% | -128.8% | -12.0% |
| 1Y | -5.1% | +313.9% | -318.9% | -5.5% |
| 3Y | +61.3% | +2,327.9% | -2,266.6% | +60.0% |
| 5Y | +22.4% | +1,040.6% | -1,018.2% | +21.5% |
| 10Y | +232.2% | +3,219.4% | -2,987.2% | +228.6% |
| All | +570.9% | +8,394.4% | -7,823.4% | +555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling