+369.6%
LHX vs ALLY
+124.8%
+244.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.0% | +3.7% | -5.6% | -2.7% |
| 30D | -9.9% | -2.3% | -7.7% | -9.5% |
| 3M | -16.5% | +3.8% | -20.3% | -17.3% |
| 6M | -29.6% | +9.7% | -39.3% | -31.2% |
| YTD | -11.6% | -1.4% | -10.2% | -11.8% |
| 1Y | -4.1% | +8.2% | -12.3% | -6.4% |
| 3Y | +53.3% | +66.5% | -13.2% | +32.2% |
| 5Y | +22.3% | +1.2% | +21.1% | +14.1% |
| 10Y | +231.9% | +191.4% | +40.4% | +112.1% |
| All | +369.6% | +124.8% | +244.8% | +218.2% |
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 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