+67.0%
LMT vs ALHC
-28.9%
+95.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -8.5% | -1.0% | -7.5% | -8.5% |
| 3M | +1.8% | -10.2% | +12.0% | +1.7% |
| 6M | -19.9% | -28.3% | +8.3% | -19.8% |
| YTD | +10.6% | -31.4% | +42.0% | +10.9% |
| 1Y | +17.9% | -16.9% | +34.9% | +17.9% |
| 3Y | +27.0% | +135.5% | -108.5% | +24.4% |
| 5Y | +68.7% | -33.6% | +102.3% | +67.8% |
| All | +67.0% | -28.9% | +95.9% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling