+47.9%
ADP vs LHX
+17.8%
+30.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -5.7% | -4.8% | -0.9% | -4.5% |
| 30D | -1.4% | -12.7% | +11.4% | +2.0% |
| 3M | +16.6% | -17.6% | +34.2% | +21.9% |
| 6M | +24.9% | -30.7% | +55.7% | +36.4% |
| YTD | +5.6% | -14.3% | +19.9% | +8.2% |
| 1Y | -6.0% | -8.4% | +2.4% | -5.9% |
| 3Y | +14.5% | +56.7% | -42.2% | -3.4% |
| 5Y | +47.9% | +18.5% | +29.4% | +33.8% |
| All | +47.9% | +17.8% | +30.1% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling