-29.4%
AAL vs LHX
+914.2%
-943.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -0.9% | -4.8% | +3.9% | +2.1% |
| 30D | -16.0% | -12.7% | -3.2% | -8.8% |
| 3M | -4.2% | -17.6% | +13.4% | +5.9% |
| 6M | +15.7% | -30.7% | +46.4% | +42.2% |
| YTD | -16.2% | -14.3% | -1.8% | -11.1% |
| 1Y | +0.2% | -8.4% | +8.6% | +0.9% |
| 3Y | -8.1% | +56.7% | -64.7% | -37.4% |
| 5Y | -32.2% | +18.5% | -50.7% | -47.9% |
| 10Y | -65.4% | +229.6% | -294.9% | -88.1% |
| All | -29.4% | +914.2% | -943.6% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling