+963.7%
ASX vs LHX
+231.6%
+732.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.1% |
| 7D | +6.5% | -4.8% | +11.3% | +7.6% |
| 30D | +3.1% | -12.7% | +15.9% | +6.2% |
| 3M | +17.4% | -17.6% | +35.0% | +21.6% |
| 6M | +85.4% | -30.7% | +116.2% | +101.0% |
| YTD | +150.1% | -14.3% | +164.4% | +155.0% |
| 1Y | +256.3% | -8.4% | +264.7% | +255.7% |
| 3Y | +446.9% | +56.7% | +390.2% | +361.3% |
| 5Y | +447.1% | +18.5% | +428.6% | +387.3% |
| All | +963.7% | +231.6% | +732.1% | +607.7% |
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