+358.7%
ALAB vs LHX
+23.2%
+335.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.3% |
| 7D | +0.6% | -4.8% | +5.4% | +0.8% |
| 30D | -8.8% | -12.7% | +3.9% | -8.2% |
| 3M | -14.0% | -17.6% | +3.6% | -13.5% |
| 6M | +144.3% | -30.7% | +175.0% | +159.6% |
| YTD | +71.0% | -14.3% | +85.4% | +73.2% |
| 1Y | +23.5% | -8.4% | +31.9% | +23.3% |
| All | +358.7% | +23.2% | +335.5% | +286.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling