+201.4%
B vs LHX
+227.8%
-26.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -2.4% | -4.3% | +1.9% | -1.6% |
| 30D | +6.3% | -15.1% | +21.5% | +9.8% |
| 3M | +12.1% | -21.0% | +33.1% | +17.1% |
| 6M | -3.1% | -32.0% | +28.9% | +4.3% |
| YTD | +2.0% | -15.3% | +17.3% | +5.3% |
| 1Y | +51.7% | -11.1% | +62.7% | +55.0% |
| 3Y | +190.5% | +54.0% | +136.5% | +166.9% |
| 5Y | +158.0% | +17.1% | +140.9% | +147.6% |
| All | +201.4% | +227.8% | -26.4% | +132.2% |
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