+219.8%
ARM vs LHX
+72.8%
+147.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.8% | +12.0% |
| 7D | +6.0% | +6.5% | -0.5% | +5.7% |
| 30D | -20.3% | +16.1% | -36.4% | -20.7% |
| 3M | -24.4% | -2.8% | -21.5% | -23.8% |
| 6M | -4.4% | -7.7% | +3.3% | -3.5% |
| YTD | +86.0% | -4.6% | +90.7% | +84.6% |
| 1Y | +35.8% | -6.8% | +42.6% | +35.4% |
| 3Y | +289.1% | +60.8% | +228.2% | +243.6% |
| All | +219.8% | +72.8% | +147.0% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling