+31.0%
BABA vs LHX
+57.1%
-26.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.8% |
| 7D | -2.2% | -3.7% | +1.6% | -2.0% |
| 30D | -17.3% | -13.2% | -4.2% | -16.7% |
| 3M | -7.8% | -18.4% | +10.6% | -6.8% |
| 6M | -16.8% | -32.0% | +15.2% | -14.5% |
| YTD | -24.7% | -13.6% | -11.0% | -23.7% |
| 1Y | -24.9% | -6.0% | -19.0% | -24.0% |
| All | +31.0% | +57.1% | -26.0% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling