+212.5%
LHX vs ALB
+32.4%
+180.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +4.8% | -5.8% | +10.6% | +5.5% |
| 30D | +14.7% | -4.5% | +19.2% | +15.1% |
| 3M | -5.1% | -28.1% | +22.9% | -1.4% |
| 6M | -9.9% | -53.2% | +43.3% | -1.3% |
| YTD | -6.1% | -33.3% | +27.2% | -2.9% |
| 1Y | -4.0% | -17.4% | +13.4% | -3.8% |
| 3Y | +56.9% | -14.1% | +71.1% | +48.1% |
| 5Y | +36.6% | -64.0% | +100.6% | +45.4% |
| All | +212.5% | +32.4% | +180.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling