+8,184.6%
LHX vs ALK
+760.3%
+7,424.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +4.8% | -1.2% | +6.0% | +5.0% |
| 30D | +14.7% | +7.7% | +7.0% | +12.6% |
| 3M | -5.1% | -19.0% | +13.9% | -1.7% |
| 6M | -9.9% | -0.2% | -9.7% | -11.2% |
| YTD | -6.1% | -23.5% | +17.4% | -3.6% |
| 1Y | -4.0% | -9.1% | +5.1% | -5.0% |
| 3Y | +56.9% | +12.0% | +44.9% | +42.1% |
| 5Y | +36.6% | -30.9% | +67.4% | +32.9% |
| 10Y | +217.5% | -45.6% | +263.0% | +199.2% |
| All | +8,184.6% | +760.3% | +7,424.3% | +3,197.4% |
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