+7,369.1%
LHX vs ALK
+820.2%
+6,548.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.7% |
| 7D | -4.3% | -2.1% | -2.2% | -3.9% |
| 30D | -15.1% | -13.1% | -2.0% | -12.9% |
| 3M | -21.0% | -11.8% | -9.2% | -19.5% |
| 6M | -32.0% | -0.4% | -31.6% | -33.0% |
| YTD | -15.3% | -18.2% | +2.8% | -13.8% |
| 1Y | -11.1% | -35.5% | +24.5% | -5.5% |
| 3Y | +54.0% | +1.8% | +52.2% | +42.9% |
| 5Y | +17.1% | -26.6% | +43.7% | +12.9% |
| 10Y | +225.8% | -36.1% | +261.9% | +198.5% |
| All | +7,369.1% | +820.2% | +6,548.9% | +2,848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling