+222.4%
LHX vs ALLE
+212.2%
+10.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +6.5% | -0.8% | +7.3% | +6.8% |
| 30D | +16.1% | +27.4% | -11.3% | +5.4% |
| 3M | -2.8% | +13.8% | -16.7% | -7.9% |
| 6M | -7.7% | +45.5% | -53.2% | -20.9% |
| YTD | -4.6% | +21.4% | -26.0% | -12.7% |
| 1Y | -6.8% | +15.4% | -22.2% | -13.0% |
| 3Y | +60.8% | +91.7% | -30.9% | +19.3% |
| 5Y | +39.5% | +54.5% | -15.0% | +10.8% |
| 10Y | +222.4% | +210.5% | +11.9% | +92.8% |
| All | +222.4% | +212.2% | +10.3% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling