-4.0%
LHX vs ALK
-10.2%
+6.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.3% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +14.7% | +7.7% | +7.0% | +13.9% |
| 3M | -5.1% | -19.0% | +13.9% | -3.5% |
| 6M | -9.9% | -0.2% | -9.7% | -10.7% |
| YTD | -6.1% | -23.5% | +17.4% | -5.6% |
| 1Y | -4.0% | -9.1% | +5.1% | -5.4% |
| All | -4.0% | -10.2% | +6.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling