+103.1%
ARM vs LHX
-29.6%
+132.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +3.5% |
| 7D | +5.5% | -2.0% | +7.4% | +5.0% |
| 30D | -8.2% | -9.9% | +1.7% | -10.4% |
| 3M | -35.9% | -16.5% | -19.4% | -38.3% |
| 6M | +103.1% | -29.6% | +132.7% | +106.5% |
| All | +103.1% | -29.6% | +132.7% | +106.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling