+56.9%
LHX vs ALB
-14.4%
+71.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +4.8% | -5.8% | +10.6% | +5.1% |
| 30D | +14.7% | -4.5% | +19.2% | +14.9% |
| 3M | -5.1% | -28.1% | +22.9% | -3.4% |
| 6M | -9.9% | -53.2% | +43.3% | -6.0% |
| YTD | -6.1% | -33.3% | +27.2% | -4.5% |
| 1Y | -4.0% | -17.4% | +13.4% | -3.7% |
| 3Y | +56.9% | -14.1% | +71.1% | +52.3% |
| All | +56.9% | -14.4% | +71.4% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling