+57.1%
LHX vs ALC
-16.2%
+73.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.7% | -5.3% | +1.6% | -2.8% |
| 30D | -13.2% | -7.1% | -6.1% | -12.1% |
| 3M | -18.4% | +0.8% | -19.1% | -18.5% |
| 6M | -32.0% | -16.0% | -16.0% | -30.2% |
| YTD | -13.6% | -12.7% | -0.9% | -12.1% |
| 1Y | -6.0% | -12.8% | +6.9% | -4.4% |
| All | +57.1% | -16.2% | +73.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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