+504.9%
ABBV vs LHX
+227.8%
+277.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | +0.3% | -4.3% | +4.5% | +1.3% |
| 30D | +3.4% | -15.1% | +18.5% | +7.6% |
| 3M | +15.2% | -21.0% | +36.2% | +21.9% |
| 6M | +14.7% | -32.0% | +46.7% | +25.9% |
| YTD | +15.2% | -15.3% | +30.5% | +19.0% |
| 1Y | +20.4% | -11.1% | +31.4% | +22.4% |
| 3Y | +91.3% | +54.0% | +37.3% | +65.5% |
| 5Y | +189.6% | +17.1% | +172.5% | +165.6% |
| All | +504.9% | +227.8% | +277.1% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling