+96.2%
AGG vs LHX
+2,259.4%
-2,163.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | -0.1% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | -1.1% | -15.1% | +14.0% | -1.3% |
| 3M | -1.9% | -21.0% | +19.0% | -2.1% |
| 6M | -1.7% | -32.0% | +30.3% | -2.0% |
| YTD | -1.3% | -15.3% | +14.0% | -1.4% |
| 1Y | -0.7% | -11.1% | +10.3% | -0.8% |
| 3Y | +12.5% | +54.0% | -41.5% | +13.0% |
| 5Y | -2.5% | +17.1% | -19.6% | -2.2% |
| 10Y | +14.2% | +225.8% | -211.6% | +16.9% |
| All | +96.2% | +2,259.4% | -2,163.2% | +104.1% |
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