-26.2%
AKAM vs LHX
+4,136.2%
-4,162.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +0.6% | -4.8% | +5.4% | +3.5% |
| 30D | -8.2% | -12.7% | +4.6% | -0.5% |
| 3M | -17.6% | -17.6% | +0.1% | -8.7% |
| 6M | +2.5% | -30.7% | +33.2% | +25.4% |
| YTD | +22.8% | -14.3% | +37.1% | +30.7% |
| 1Y | +39.6% | -8.4% | +48.0% | +42.1% |
| 3Y | +2.3% | +56.7% | -54.3% | -27.9% |
| 5Y | -4.3% | +18.5% | -22.8% | -23.4% |
| 10Y | +104.1% | +229.6% | -125.5% | -28.2% |
| All | -26.2% | +4,136.2% | -4,162.4% | -95.9% |
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