+189.0%
B vs LHX
+55.8%
+133.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -5.0% | -4.8% | -0.2% | -3.8% |
| 30D | +8.7% | -12.7% | +21.5% | +12.7% |
| 3M | +17.3% | -17.6% | +34.9% | +23.3% |
| 6M | -5.0% | -30.7% | +25.7% | +5.4% |
| YTD | +1.4% | -14.3% | +15.8% | +6.6% |
| 1Y | +50.5% | -8.4% | +58.9% | +55.0% |
| All | +189.0% | +55.8% | +133.3% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling