+57.1%
LHX vs ALB
-29.2%
+86.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | -3.7% | -8.6% | +4.9% | -3.3% |
| 30D | -13.2% | -4.0% | -9.1% | -13.0% |
| 3M | -18.4% | -17.4% | -1.0% | -17.6% |
| 6M | -32.0% | -25.4% | -6.6% | -31.1% |
| YTD | -13.6% | -10.5% | -3.1% | -13.6% |
| 1Y | -6.0% | +75.8% | -81.8% | -9.6% |
| All | +57.1% | -29.2% | +86.3% | +43.6% |
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