+185.8%
LMT vs LH
+183.3%
+2.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -0.2% | -4.7% | +4.5% | +0.9% |
| 30D | -13.1% | -3.5% | -9.6% | -12.4% |
| 3M | -3.9% | +17.7% | -21.6% | -7.8% |
| 6M | -18.3% | +15.8% | -34.0% | -21.3% |
| YTD | +10.3% | +25.1% | -14.8% | +4.1% |
| 1Y | +14.2% | +12.5% | +1.7% | +10.4% |
| 3Y | +35.0% | +59.8% | -24.8% | +17.7% |
| 5Y | +73.2% | +27.1% | +46.2% | +58.3% |
| All | +185.8% | +183.3% | +2.5% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling