+19.3%
ARM vs LHX
-8.3%
+27.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.5% | +1.2% | -6.2% |
| 7D | -18.7% | -0.3% | -18.4% | -18.4% |
| 30D | -36.7% | +9.7% | -46.3% | -35.3% |
| 3M | -31.6% | -8.5% | -23.1% | -31.2% |
| 6M | -5.6% | -15.1% | +9.5% | -5.6% |
| YTD | +75.5% | -10.4% | +85.9% | +64.6% |
| 1Y | +19.3% | -9.3% | +28.6% | +11.8% |
| All | +19.3% | -8.3% | +27.6% | +11.8% |
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