+25.9%
LMT vs LH
+44.2%
-18.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.8% | -7.7% |
| 7D | -5.5% | +2.1% | -7.6% | -5.9% |
| 30D | +17.5% | +19.2% | -1.7% | +12.2% |
| 3M | +1.6% | +18.0% | -16.4% | -3.0% |
| 6M | +16.3% | +46.1% | -29.8% | +4.5% |
| YTD | +25.3% | +47.7% | -22.4% | +12.0% |
| 1Y | +25.9% | +47.2% | -21.4% | +13.1% |
| All | +25.9% | +44.2% | -18.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling