+59.4%
LHX vs ALLE
+93.1%
-33.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +16.1% | +27.4% | -11.3% | +8.4% |
| 3M | -2.8% | +13.8% | -16.7% | -6.5% |
| 6M | -7.7% | +45.5% | -53.2% | -17.1% |
| YTD | -4.6% | +21.4% | -26.0% | -10.5% |
| 1Y | -6.8% | +15.4% | -22.2% | -11.4% |
| All | +59.4% | +93.1% | -33.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling