+7,369.1%
LHX vs AFL
+18,562.2%
-11,193.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.3% | -1.6% | -2.6% | -3.8% |
| 30D | -15.1% | -4.0% | -11.1% | -14.2% |
| 3M | -21.0% | -0.5% | -20.5% | -20.9% |
| 6M | -32.0% | +6.5% | -38.5% | -33.3% |
| YTD | -15.3% | +6.2% | -21.5% | -17.0% |
| 1Y | -11.1% | +8.3% | -19.3% | -13.3% |
| 3Y | +54.0% | +62.5% | -8.5% | +32.6% |
| 5Y | +17.1% | +136.2% | -119.0% | -10.0% |
| 10Y | +225.8% | +301.4% | -75.6% | +111.2% |
| All | +7,369.1% | +18,562.2% | -11,193.2% | +1,602.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling