+2,770.9%
AVGO vs LHX
+227.8%
+2,543.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | +1.1% | -4.3% | +5.4% | +2.5% |
| 30D | -13.0% | -15.1% | +2.1% | -8.6% |
| 3M | -6.0% | -21.0% | +15.0% | +0.4% |
| 6M | +6.4% | -32.0% | +38.4% | +18.9% |
| YTD | +5.0% | -15.3% | +20.3% | +8.3% |
| 1Y | +1.4% | -11.1% | +12.4% | +2.5% |
| 3Y | +336.8% | +54.0% | +282.8% | +254.8% |
| 5Y | +698.2% | +17.1% | +681.1% | +601.8% |
| All | +2,770.9% | +227.8% | +2,543.1% | +1,690.2% |
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