+1.9%
AKAM vs LHX
+54.0%
-52.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.5% | -4.3% | +5.7% | +2.2% |
| 30D | -13.0% | -15.1% | +2.1% | -10.7% |
| 3M | -19.4% | -21.0% | +1.6% | -16.2% |
| 6M | +0.3% | -32.0% | +32.3% | +8.0% |
| YTD | +22.4% | -15.3% | +37.7% | +24.9% |
| 1Y | +34.8% | -11.1% | +45.9% | +35.9% |
| 3Y | +1.9% | +54.0% | -52.1% | -6.1% |
| All | +1.9% | +54.0% | -52.0% | -6.1% |
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