+13.8%
ABNB vs LHX
+55.8%
-42.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -9.5% | -4.8% | -4.7% | -9.0% |
| 30D | -9.4% | -12.7% | +3.4% | -8.1% |
| 3M | +29.9% | -17.6% | +47.5% | +32.4% |
| 6M | +26.6% | -30.7% | +57.3% | +32.3% |
| YTD | +23.5% | -14.3% | +37.9% | +24.3% |
| 1Y | +35.8% | -8.4% | +44.2% | +34.6% |
| All | +13.8% | +55.8% | -42.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling