+418.7%
LHX vs ALLE
+260.9%
+157.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -9.9% | -6.8% | -3.1% | -7.4% |
| 3M | -16.5% | +21.0% | -37.5% | -23.0% |
| 6M | -29.6% | +1.1% | -30.7% | -30.4% |
| YTD | -11.6% | -0.5% | -11.0% | -12.3% |
| 1Y | -4.1% | -7.3% | +3.2% | -2.3% |
| 3Y | +53.3% | +42.3% | +11.0% | +27.7% |
| 5Y | +22.3% | +13.5% | +8.8% | +10.0% |
| 10Y | +231.9% | +144.0% | +87.8% | +101.1% |
| All | +418.7% | +260.9% | +157.9% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling