+232.3%
LHX vs ALK
-39.2%
+271.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.7% | -3.0% | -0.8% | -3.2% |
| 30D | -13.2% | -14.6% | +1.4% | -10.9% |
| 3M | -18.4% | -10.6% | -7.8% | -17.3% |
| 6M | -32.0% | -6.7% | -25.2% | -32.1% |
| YTD | -13.6% | -19.8% | +6.1% | -12.0% |
| 1Y | -6.0% | -35.2% | +29.2% | -0.8% |
| 3Y | +57.9% | +1.4% | +56.6% | +46.7% |
| 5Y | +19.2% | -30.7% | +49.9% | +16.5% |
| 10Y | +232.3% | -37.4% | +269.6% | +188.5% |
| All | +232.3% | -39.2% | +271.5% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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