-28.5%
BABA vs LHX
+22.4%
-50.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | -2.5% | +2.3% | -0.2% |
| 30D | -12.3% | -10.4% | -1.9% | -12.3% |
| 3M | -5.3% | -14.9% | +9.6% | -5.4% |
| 6M | -13.1% | -29.6% | +16.6% | -13.1% |
| YTD | -22.4% | -11.8% | -10.6% | -22.1% |
| 1Y | -19.5% | -5.1% | -14.4% | -18.9% |
| 3Y | +32.9% | +61.3% | -28.4% | +37.3% |
| All | -28.5% | +22.4% | -50.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling