+17.6%
ABNB vs LHX
+46.4%
-28.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.7% |
| 7D | -6.5% | -4.3% | -2.2% | -5.9% |
| 30D | -5.5% | -15.1% | +9.6% | -3.3% |
| 3M | +30.0% | -21.0% | +51.0% | +34.3% |
| 6M | +27.6% | -32.0% | +59.6% | +34.9% |
| YTD | +25.4% | -15.3% | +40.7% | +27.3% |
| 1Y | +38.3% | -11.1% | +49.4% | +38.9% |
| 3Y | +15.5% | +54.0% | -38.5% | +3.1% |
| 5Y | +3.0% | +17.1% | -14.1% | -7.6% |
| All | +17.6% | +46.4% | -28.8% | +5.4% |
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