+65.2%
ALAB vs LHX
-4.7%
+69.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.2% | +11.9% | +9.6% |
| 7D | +7.2% | -2.4% | +9.7% | +7.1% |
| 30D | -2.5% | -10.4% | +7.8% | -3.1% |
| 3M | -13.3% | -16.9% | +3.6% | -13.8% |
| 6M | +172.8% | -29.9% | +202.8% | +198.4% |
| YTD | +86.6% | -12.0% | +98.6% | +86.6% |
| 1Y | +65.2% | -4.5% | +69.7% | +64.4% |
| All | +65.2% | -4.7% | +69.8% | +64.4% |
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