-41.3%
ALNY vs LHX
-4.7%
-36.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | +12.2% | -2.4% | +14.7% | +13.2% |
| 30D | +16.3% | -10.4% | +26.7% | +21.2% |
| 3M | -12.4% | -16.9% | +4.5% | -5.9% |
| 6M | -18.7% | -29.9% | +11.2% | -12.5% |
| YTD | -33.1% | -12.0% | -21.1% | -23.9% |
| 1Y | -41.3% | -4.5% | -36.8% | -30.5% |
| All | -41.3% | -4.7% | -36.7% | -30.5% |
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