+225.8%
LHX vs ALLY
+190.4%
+35.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.8% | -3.3% | -1.5% | -4.2% |
| 30D | -12.7% | -4.1% | -8.7% | -12.0% |
| 3M | -17.6% | +1.4% | -19.0% | -18.0% |
| 6M | -30.7% | +14.4% | -45.1% | -32.8% |
| YTD | -14.3% | -4.9% | -9.4% | -14.0% |
| 1Y | -8.4% | +5.5% | -13.9% | -10.1% |
| 3Y | +56.7% | +66.0% | -9.4% | +36.3% |
| 5Y | +18.5% | -2.4% | +20.8% | +12.0% |
| All | +225.8% | +190.4% | +35.3% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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