+293.4%
ARM vs LHX
+59.8%
+233.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.7% |
| 6M | -4.4% | -7.7% | +3.3% | -3.4% |
| YTD | +86.0% | -4.6% | +90.7% | +84.1% |
| 1Y | +35.8% | -6.8% | +42.6% | +35.1% |
| All | +293.4% | +59.8% | +233.6% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling