-4.5%
LHX vs AFL
+11.7%
-16.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -10.4% | -6.2% | -4.2% | -8.9% |
| 3M | -16.9% | +2.2% | -19.1% | -17.0% |
| 6M | -29.9% | +5.3% | -35.2% | -30.5% |
| YTD | -12.0% | +8.0% | -19.9% | -13.2% |
| 1Y | -4.5% | +10.2% | -14.8% | -6.4% |
| All | -4.5% | +11.7% | -16.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling