+10,436.7%
ADP vs LHX
+8,088.8%
+2,347.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.5% | -2.5% | -3.0% | -4.8% |
| 30D | -1.2% | -10.4% | +9.1% | +1.6% |
| 3M | +17.9% | -14.9% | +32.8% | +22.6% |
| 6M | +20.3% | -29.6% | +49.9% | +31.3% |
| YTD | +5.8% | -11.8% | +17.6% | +8.4% |
| 1Y | -7.7% | -5.1% | -2.6% | -7.6% |
| 3Y | +14.7% | +61.3% | -46.6% | -1.1% |
| 5Y | +45.8% | +22.4% | +23.4% | +33.8% |
| 10Y | +270.5% | +232.2% | +38.3% | +164.6% |
| All | +10,436.7% | +8,088.8% | +2,347.9% | +3,372.9% |
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