+384.5%
ALAB vs LHX
+24.2%
+360.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.1% |
| 7D | +9.6% | -3.7% | +13.3% | +9.8% |
| 30D | -5.3% | -13.2% | +7.9% | -4.7% |
| 3M | -12.0% | -18.4% | +6.3% | -11.2% |
| 6M | +145.7% | -32.0% | +177.7% | +163.6% |
| YTD | +80.7% | -13.6% | +94.3% | +82.9% |
| 1Y | +40.1% | -6.0% | +46.1% | +39.3% |
| All | +384.5% | +24.2% | +360.3% | +308.0% |
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