+7.7%
AAL vs LHX
-8.3%
+16.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.5% | +12.8% | +5.9% |
| 7D | +8.3% | -0.3% | +8.7% | +8.1% |
| 30D | +6.2% | +9.7% | -3.4% | +6.5% |
| 3M | -17.7% | -8.5% | -9.2% | -18.2% |
| 6M | +15.4% | -15.1% | +30.5% | +15.1% |
| YTD | -11.1% | -10.4% | -0.7% | -9.0% |
| 1Y | +7.7% | -9.3% | +17.0% | +10.4% |
| All | +7.7% | -8.3% | +16.0% | +10.4% |
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