-55.3%
ADBE vs LHX
+54.0%
-109.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -5.4% | -4.3% | -1.1% | -5.1% |
| 30D | -2.5% | -15.1% | +12.6% | -1.6% |
| 3M | +15.3% | -21.0% | +36.2% | +16.7% |
| 6M | -7.8% | -32.0% | +24.1% | -6.1% |
| YTD | -27.9% | -15.3% | -12.6% | -28.0% |
| 1Y | -28.0% | -11.1% | -17.0% | -28.6% |
| 3Y | -55.3% | +54.0% | -109.3% | -58.0% |
| All | -55.3% | +54.0% | -109.3% | -58.0% |
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 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