+66.7%
LMT vs ALHC
-31.6%
+98.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -12.5% | -5.4% | -7.1% | -12.4% |
| 3M | -0.5% | -32.1% | +31.7% | +0.1% |
| 6M | -20.0% | -28.5% | +8.5% | -19.8% |
| YTD | +10.4% | -34.0% | +44.4% | +10.8% |
| 1Y | +17.7% | -20.9% | +38.6% | +17.8% |
| 3Y | +34.3% | +151.5% | -117.3% | +31.5% |
| 5Y | +71.8% | -28.8% | +100.7% | +70.9% |
| All | +66.7% | -31.6% | +98.3% | +63.4% |
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 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