+151.4%
ADBE vs LHX
+227.8%
-76.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | -5.4% | -4.3% | -1.1% | -4.1% |
| 30D | -2.5% | -15.1% | +12.6% | +2.5% |
| 3M | +15.3% | -21.0% | +36.2% | +23.6% |
| 6M | -7.8% | -32.0% | +24.1% | +3.2% |
| YTD | -27.9% | -15.3% | -12.6% | -25.5% |
| 1Y | -28.0% | -11.1% | -17.0% | -27.1% |
| 3Y | -55.3% | +54.0% | -109.3% | -63.7% |
| 5Y | -61.7% | +17.1% | -78.8% | -66.2% |
| All | +151.4% | +227.8% | -76.4% | +51.3% |
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