+398.7%
LHX vs ALLY
+98.8%
+299.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +14.7% | +5.2% | +9.4% | +13.4% |
| 3M | -5.1% | -13.3% | +8.2% | -2.4% |
| 6M | -9.9% | -6.7% | -3.2% | -8.9% |
| YTD | -6.1% | -12.8% | +6.8% | -4.0% |
| 1Y | -4.0% | +0.7% | -4.7% | -4.9% |
| 3Y | +56.9% | +65.2% | -8.3% | +35.3% |
| 5Y | +36.6% | -10.1% | +46.7% | +30.9% |
| 10Y | +217.5% | +177.0% | +40.5% | +103.6% |
| All | +398.7% | +98.8% | +299.9% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling