+57.1%
LHX vs ALM
+2,150.5%
-2,093.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.0% |
| 7D | -3.7% | +3.6% | -7.3% | -3.8% |
| 30D | -13.2% | +33.8% | -46.9% | -14.1% |
| 3M | -18.4% | +14.8% | -33.1% | -18.9% |
| 6M | -32.0% | -7.0% | -25.0% | -32.2% |
| YTD | -13.6% | +108.1% | -121.7% | -16.0% |
| 1Y | -6.0% | +313.8% | -319.7% | -9.7% |
| All | +57.1% | +2,150.5% | -2,093.4% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling