+21.9%
BABA vs LHX
+57.4%
-35.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | +4.8% | -18.6% | -13.8% |
| 30D | -15.1% | +14.7% | -29.8% | -15.7% |
| 3M | -22.7% | -5.1% | -17.6% | -22.5% |
| 6M | -34.7% | -9.9% | -24.8% | -34.3% |
| YTD | -35.0% | -6.1% | -28.9% | -34.3% |
| 1Y | -40.4% | -4.0% | -36.4% | -39.8% |
| 3Y | +21.9% | +56.9% | -35.0% | +15.1% |
| All | +21.9% | +57.4% | -35.4% | +15.1% |
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 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