+369.5%
ALAB vs LHX
+21.8%
+347.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.4% |
| 7D | -6.2% | -4.3% | -1.9% | -6.0% |
| 30D | -8.7% | -15.1% | +6.5% | -8.0% |
| 3M | -20.7% | -21.0% | +0.2% | -19.7% |
| 6M | +133.5% | -32.0% | +165.5% | +148.9% |
| YTD | +75.1% | -15.3% | +90.4% | +77.4% |
| 1Y | +25.0% | -11.1% | +36.1% | +25.4% |
| All | +369.5% | +21.8% | +347.7% | +295.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling