+57.1%
LHX vs ALK
+1.1%
+56.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -3.7% | -3.0% | -0.8% | -3.5% |
| 30D | -13.2% | -14.6% | +1.4% | -12.1% |
| 3M | -18.4% | -10.6% | -7.8% | -17.9% |
| 6M | -32.0% | -6.7% | -25.2% | -32.0% |
| YTD | -13.6% | -19.8% | +6.1% | -13.0% |
| 1Y | -6.0% | -35.2% | +29.2% | -4.0% |
| All | +57.1% | +1.1% | +56.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling