+278.9%
ADP vs LHX
+227.8%
+51.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -2.8% | -4.3% | +1.5% | -1.1% |
| 30D | +0.2% | -15.1% | +15.4% | +6.8% |
| 3M | +20.5% | -21.0% | +41.5% | +31.4% |
| 6M | +28.8% | -32.0% | +60.8% | +48.6% |
| YTD | +6.6% | -15.3% | +22.0% | +11.6% |
| 1Y | -6.9% | -11.1% | +4.2% | -5.0% |
| 3Y | +16.1% | +54.0% | -37.9% | -8.4% |
| 5Y | +49.3% | +17.1% | +32.2% | +29.9% |
| All | +278.9% | +227.8% | +51.1% | +130.7% |
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