+225.8%
LHX vs ALB
+84.6%
+141.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | -4.8% | -7.6% | +2.8% | -3.8% |
| 30D | -12.7% | -5.6% | -7.1% | -12.2% |
| 3M | -17.6% | -16.8% | -0.8% | -15.9% |
| 6M | -30.7% | -26.3% | -4.4% | -28.6% |
| YTD | -14.3% | -13.2% | -1.1% | -14.2% |
| 1Y | -8.4% | +68.8% | -77.2% | -17.0% |
| 3Y | +56.7% | -30.7% | +87.3% | +55.4% |
| 5Y | +18.5% | -46.3% | +64.7% | +18.2% |
| All | +225.8% | +84.6% | +141.1% | +132.2% |
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