+19.2%
LHX vs ALLY
-1.1%
+20.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -3.7% | -1.9% | -1.8% | -3.5% |
| 30D | -13.2% | -4.5% | -8.7% | -12.7% |
| 3M | -18.4% | -2.8% | -15.5% | -18.1% |
| 6M | -32.0% | +10.3% | -42.3% | -32.8% |
| YTD | -13.6% | -5.7% | -8.0% | -13.3% |
| 1Y | -6.0% | +3.9% | -9.9% | -6.8% |
| 3Y | +57.9% | +64.7% | -6.8% | +46.0% |
| 5Y | +19.2% | -2.6% | +21.8% | +12.2% |
| All | +19.2% | -1.1% | +20.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling