+20,839.3%
ADBE vs LHX
+7,852.8%
+12,986.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -12.9% | -4.8% | -8.1% | -11.1% |
| 30D | -5.6% | -12.7% | +7.1% | -0.1% |
| 3M | +6.6% | -17.6% | +24.3% | +15.0% |
| 6M | -9.6% | -30.7% | +21.2% | +4.5% |
| YTD | -28.9% | -14.3% | -14.6% | -25.7% |
| 1Y | -28.9% | -8.4% | -20.5% | -28.2% |
| 3Y | -55.6% | +56.7% | -112.3% | -65.3% |
| 5Y | -62.2% | +18.5% | -80.7% | -67.4% |
| 10Y | +150.4% | +229.6% | -79.2% | +30.8% |
| All | +20,839.3% | +7,852.8% | +12,986.5% | +2,320.0% |
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