+22.4%
LHX vs ALK
-28.9%
+51.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -10.4% | -18.5% | +8.1% | -9.0% |
| 3M | -14.9% | -3.6% | -11.4% | -15.0% |
| 6M | -29.6% | -3.7% | -25.9% | -29.9% |
| YTD | -11.8% | -19.0% | +7.2% | -11.1% |
| 1Y | -5.1% | -36.0% | +31.0% | -2.8% |
| 3Y | +61.3% | +2.3% | +59.0% | +55.8% |
| 5Y | +22.4% | -27.8% | +50.1% | +16.3% |
| All | +22.4% | -28.9% | +51.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling