+11.7%
BABA vs LHX
+215.2%
-203.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.3% | -6.8% |
| 7D | -12.7% | +5.3% | -18.0% | -13.3% |
| 30D | -14.9% | +15.8% | -30.7% | -16.8% |
| 3M | -24.6% | -6.1% | -18.6% | -24.1% |
| 6M | -29.3% | -11.4% | -18.0% | -28.4% |
| YTD | -35.0% | -6.3% | -28.8% | -34.8% |
| 1Y | -39.7% | -8.0% | -31.7% | -39.3% |
| 3Y | +21.2% | +58.1% | -36.9% | +10.8% |
| 5Y | -39.9% | +36.3% | -76.2% | -45.4% |
| All | +11.7% | +215.2% | -203.5% | -21.7% |
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 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