+4,678.0%
AZN vs LHX
+6,140.0%
-1,461.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.6% |
| 7D | -1.6% | -4.3% | +2.7% | -0.7% |
| 30D | +1.1% | -15.1% | +16.2% | +4.5% |
| 3M | -12.1% | -21.0% | +8.8% | -8.0% |
| 6M | -17.1% | -32.0% | +14.9% | -10.5% |
| YTD | -12.0% | -15.3% | +3.3% | -9.4% |
| 1Y | -0.2% | -11.1% | +10.8% | +1.4% |
| 3Y | +26.8% | +54.0% | -27.2% | +13.9% |
| 5Y | +56.9% | +17.1% | +39.8% | +47.4% |
| 10Y | +226.7% | +225.8% | +0.9% | +143.6% |
| All | +4,678.0% | +6,140.0% | -1,461.9% | +1,988.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling