+985.8%
ASX vs LHX
+215.8%
+770.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +12.4% | +4.8% | +7.6% | +11.3% |
| 30D | -19.8% | +14.7% | -34.5% | -22.2% |
| 3M | -10.3% | -5.1% | -5.2% | -9.4% |
| 6M | +1.2% | -9.9% | +11.1% | +2.7% |
| YTD | +123.0% | -6.1% | +129.1% | +122.7% |
| 1Y | +145.4% | -4.0% | +149.4% | +143.5% |
| 3Y | +368.6% | +56.9% | +311.7% | +297.8% |
| 5Y | +486.0% | +36.6% | +449.4% | +401.6% |
| All | +985.8% | +215.8% | +770.0% | +570.9% |
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