+12,396.6%
LMT vs LH
+1,382.1%
+11,014.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -6.3% | -2.5% | -3.8% | -6.0% |
| 30D | -8.5% | +4.3% | -12.8% | -8.9% |
| 3M | +1.8% | +25.5% | -23.7% | -0.3% |
| 6M | -19.9% | +17.0% | -36.9% | -21.1% |
| YTD | +10.6% | +31.3% | -20.7% | +7.7% |
| 1Y | +17.9% | +20.0% | -2.0% | +15.8% |
| 3Y | +27.0% | +63.9% | -36.9% | +20.6% |
| 5Y | +68.7% | +30.9% | +37.8% | +62.6% |
| 10Y | +181.1% | +191.4% | -10.3% | +150.3% |
| All | +12,396.6% | +1,382.1% | +11,014.5% | +9,871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling