+311.3%
ARM vs LHX
+59.7%
+251.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +11.4% | -2.5% | +13.9% | +11.6% |
| 30D | -7.4% | -10.4% | +2.9% | -6.6% |
| 3M | -24.5% | -14.9% | -9.6% | -23.7% |
| 6M | +128.7% | -29.6% | +158.3% | +138.5% |
| YTD | +139.3% | -11.8% | +151.1% | +137.5% |
| 1Y | +88.0% | -5.1% | +93.0% | +83.3% |
| All | +311.3% | +59.7% | +251.5% | +264.6% |
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