+2.1%
AAL vs LHX
-4.2%
+6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.2% |
| 7D | -3.7% | -2.0% | -1.8% | -3.8% |
| 30D | -20.8% | -9.9% | -10.9% | -21.0% |
| 3M | -1.3% | -16.5% | +15.2% | -1.0% |
| 6M | +5.4% | -29.6% | +35.0% | +7.6% |
| YTD | -14.4% | -11.6% | -2.8% | -13.8% |
| 1Y | +2.1% | -4.1% | +6.2% | +5.7% |
| All | +2.1% | -4.2% | +6.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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