+197.1%
ABT vs LHX
+227.8%
-30.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.0% |
| 7D | -5.9% | -4.3% | -1.6% | -4.7% |
| 30D | -8.1% | -15.1% | +7.1% | -3.5% |
| 3M | +14.5% | -21.0% | +35.5% | +22.5% |
| 6M | -6.3% | -32.0% | +25.7% | +4.9% |
| YTD | -17.1% | -15.3% | -1.8% | -13.8% |
| 1Y | -21.4% | -11.1% | -10.3% | -19.7% |
| 3Y | +5.9% | +54.0% | -48.1% | -10.8% |
| 5Y | -12.8% | +17.1% | -29.9% | -21.2% |
| All | +197.1% | +227.8% | -30.7% | +89.5% |
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