-7.7%
AAL vs LHX
+54.0%
-61.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.4% |
| 7D | -0.9% | -4.3% | +3.3% | -0.4% |
| 30D | -12.9% | -15.1% | +2.3% | -11.2% |
| 3M | -11.2% | -21.0% | +9.8% | -8.6% |
| 6M | +17.8% | -32.0% | +49.8% | +24.7% |
| YTD | -15.1% | -15.3% | +0.2% | -14.3% |
| 1Y | +0.5% | -11.1% | +11.5% | +0.2% |
| 3Y | -7.7% | +54.0% | -61.7% | -12.4% |
| All | -7.7% | +54.0% | -61.7% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling