+236.1%
ALNY vs LHX
+227.8%
+8.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -6.5% | -4.3% | -2.3% | -5.3% |
| 30D | +11.0% | -15.1% | +26.2% | +16.8% |
| 3M | -14.1% | -21.0% | +6.9% | -7.2% |
| 6M | -22.4% | -32.0% | +9.6% | -12.6% |
| YTD | -37.5% | -15.3% | -22.1% | -34.0% |
| 1Y | -46.9% | -11.1% | -35.9% | -45.0% |
| 3Y | +22.1% | +54.0% | -31.9% | +6.7% |
| 5Y | +31.2% | +17.1% | +14.1% | +21.9% |
| All | +236.1% | +227.8% | +8.3% | +25.3% |
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