+99.9%
LMT vs ALHC
-66.2%
+166.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.3% |
| 7D | +5.1% | +0.3% | +4.8% | +5.1% |
| 30D | +14.1% | -10.6% | +24.7% | +14.3% |
| 3M | +0.3% | -45.3% | +45.6% | +1.1% |
| 6M | +16.1% | -59.7% | +75.8% | +17.3% |
| YTD | +25.5% | -62.7% | +88.2% | +26.9% |
| 1Y | +34.1% | -56.1% | +90.2% | +35.3% |
| 3Y | +45.1% | +21.3% | +23.8% | +43.7% |
| All | +99.9% | -66.2% | +166.1% | +103.5% |
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