+33.9%
ALNY vs LHX
+16.3%
+17.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -6.5% | -4.3% | -2.3% | -5.5% |
| 30D | +11.0% | -15.1% | +26.2% | +15.9% |
| 3M | -14.1% | -21.0% | +6.9% | -8.4% |
| 6M | -22.4% | -32.0% | +9.6% | -14.9% |
| YTD | -37.5% | -15.3% | -22.1% | -34.1% |
| 1Y | -46.9% | -11.1% | -35.9% | -44.8% |
| 3Y | +22.1% | +54.0% | -31.9% | +14.8% |
| All | +33.9% | +16.3% | +17.6% | +31.7% |
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 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