+60.5%
LHX vs ALK
+23.9%
+36.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.6% | +12.9% | -13.6% | -1.5% |
| 30D | +16.5% | +5.5% | +10.9% | +15.9% |
| 3M | -4.3% | -12.1% | +7.8% | -3.5% |
| 6M | -7.1% | +1.7% | -8.8% | -7.7% |
| YTD | -4.8% | -17.4% | +12.6% | -4.5% |
| 1Y | -5.5% | -1.9% | -3.6% | -6.3% |
| 3Y | +60.5% | +21.2% | +39.2% | +55.9% |
| All | +60.5% | +23.9% | +36.6% | +55.9% |
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