+61.3%
LHX vs ALLY
+69.8%
-8.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | -10.4% | -3.3% | -7.1% | -9.9% |
| 3M | -14.9% | +0.5% | -15.4% | -15.1% |
| 6M | -29.6% | +12.6% | -42.2% | -30.9% |
| YTD | -11.8% | -4.7% | -7.1% | -11.5% |
| 1Y | -5.1% | +5.2% | -10.3% | -6.2% |
| 3Y | +61.3% | +66.5% | -5.2% | +37.7% |
| All | +61.3% | +69.8% | -8.5% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling