+3,452.6%
ALNY vs LHX
+1,637.3%
+1,815.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -6.5% | -4.3% | -2.3% | -4.6% |
| 30D | +11.0% | -15.1% | +26.2% | +19.8% |
| 3M | -14.1% | -21.0% | +6.9% | -3.4% |
| 6M | -22.4% | -32.0% | +9.6% | -6.6% |
| YTD | -37.5% | -15.3% | -22.1% | -32.5% |
| 1Y | -46.9% | -11.1% | -35.9% | -44.4% |
| 3Y | +22.1% | +54.0% | -31.9% | -3.6% |
| 5Y | +31.2% | +17.1% | +14.1% | +14.0% |
| 10Y | +256.3% | +225.8% | +30.5% | +61.9% |
| All | +3,452.6% | +1,637.3% | +1,815.3% | +709.1% |
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