+64.9%
ARM vs LHX
-6.7%
+71.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.9% |
| 7D | +4.8% | -4.8% | +9.6% | +4.4% |
| 30D | -5.5% | -12.7% | +7.3% | -6.5% |
| 3M | -17.3% | -17.6% | +0.3% | -18.6% |
| 6M | +110.9% | -30.7% | +141.6% | +110.6% |
| YTD | +132.5% | -14.3% | +146.9% | +122.9% |
| 1Y | +64.9% | -8.4% | +73.3% | +62.1% |
| All | +64.9% | -6.7% | +71.6% | +62.1% |
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 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