+6,333.1%
ABT vs LHX
+7,852.8%
-1,519.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.0% | -4.8% | -0.2% | -4.2% |
| 30D | -5.8% | -12.7% | +7.0% | -3.6% |
| 3M | +16.7% | -17.6% | +34.4% | +20.4% |
| 6M | -5.2% | -30.7% | +25.5% | +0.7% |
| YTD | -16.0% | -14.3% | -1.6% | -14.1% |
| 1Y | -18.3% | -8.4% | -9.9% | -17.5% |
| 3Y | +9.2% | +56.7% | -47.4% | 0.0% |
| 5Y | -11.6% | +18.5% | -30.0% | -15.8% |
| 10Y | +204.2% | +229.6% | -25.3% | +145.9% |
| All | +6,333.1% | +7,852.8% | -1,519.7% | +3,274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling