+36.5%
LMT vs LH
+56.3%
-19.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.7% |
| 7D | -0.5% | -7.4% | +6.9% | +0.5% |
| 30D | -10.8% | -4.6% | -6.2% | -10.2% |
| 3M | +1.6% | +14.5% | -12.9% | -0.5% |
| 6M | -17.6% | +14.8% | -32.4% | -19.3% |
| YTD | +11.6% | +23.3% | -11.7% | +8.4% |
| 1Y | +17.2% | +13.6% | +3.6% | +14.7% |
| All | +36.5% | +56.3% | -19.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling