+15.2%
BABA vs LHX
+227.8%
-212.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -3.5% | -4.3% | +0.8% | -2.9% |
| 30D | -12.7% | -15.1% | +2.4% | -10.7% |
| 3M | -3.0% | -21.0% | +18.0% | +0.1% |
| 6M | -19.1% | -32.0% | +12.9% | -14.6% |
| YTD | -24.7% | -15.3% | -9.4% | -23.2% |
| 1Y | -29.0% | -11.1% | -18.0% | -28.2% |
| 3Y | +30.9% | +54.0% | -23.1% | +20.1% |
| 5Y | -30.9% | +17.1% | -48.0% | -35.3% |
| All | +15.2% | +227.8% | -212.6% | -18.0% |
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