+86.1%
ARM vs LHX
-4.7%
+90.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +3.8% |
| 7D | +5.5% | -2.4% | +7.9% | +5.3% |
| 30D | -8.2% | -10.4% | +2.2% | -8.8% |
| 3M | -35.9% | -16.9% | -19.0% | -36.6% |
| 6M | +103.1% | -29.9% | +133.0% | +105.6% |
| YTD | +130.6% | -12.0% | +142.6% | +120.7% |
| 1Y | +86.1% | -4.5% | +90.6% | +81.8% |
| All | +86.1% | -4.7% | +90.7% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling