+222.0%
LHX vs ALM
+2,589.2%
-2,367.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.0% |
| 7D | -4.3% | -11.8% | +7.6% | -4.1% |
| 30D | -15.1% | +7.8% | -22.9% | -15.3% |
| 3M | -21.0% | -9.3% | -11.7% | -21.0% |
| 6M | -32.0% | -30.5% | -1.5% | -31.8% |
| YTD | -15.3% | +75.8% | -91.1% | -16.4% |
| 1Y | -11.1% | +241.2% | -252.2% | -13.0% |
| 3Y | +54.0% | +1,872.6% | -1,818.6% | +46.7% |
| 5Y | +17.1% | +849.6% | -832.5% | +12.1% |
| All | +222.0% | +2,589.2% | -2,367.2% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ALM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling