+4,511.0%
LHX vs ALB
+2,835.3%
+1,675.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.6% |
| 7D | -2.0% | -8.1% | +6.1% | 0.0% |
| 30D | -9.9% | +6.3% | -16.2% | -11.5% |
| 3M | -16.5% | -23.6% | +7.1% | -11.6% |
| 6M | -29.6% | -24.6% | -5.0% | -26.1% |
| YTD | -11.6% | -10.3% | -1.3% | -12.0% |
| 1Y | -4.1% | +61.5% | -65.5% | -18.9% |
| 3Y | +53.3% | -34.0% | +87.2% | +49.1% |
| 5Y | +22.3% | -44.6% | +66.9% | +16.4% |
| 10Y | +231.9% | +76.1% | +155.8% | +95.2% |
| All | +4,511.0% | +2,835.3% | +1,675.7% | +1,144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling