+36.4%
LHX vs ALK
-28.6%
+65.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.6% | +12.9% | -13.6% | -1.6% |
| 30D | +16.5% | +5.5% | +10.9% | +15.8% |
| 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% | -4.4% |
| 1Y | -5.5% | -1.9% | -3.6% | -6.4% |
| 3Y | +60.5% | +21.2% | +39.2% | +52.1% |
| 5Y | +36.4% | -27.8% | +64.2% | +32.3% |
| All | +36.4% | -28.6% | +65.1% | +32.3% |
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