+790.6%
B vs LHX
+8,088.8%
-7,298.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.3% | -2.5% | +4.8% | +2.7% |
| 30D | +1.4% | -10.4% | +11.7% | +2.8% |
| 3M | +12.2% | -14.9% | +27.1% | +14.5% |
| 6M | -2.1% | -29.6% | +27.5% | +2.5% |
| YTD | +2.9% | -11.8% | +14.7% | +4.6% |
| 1Y | +55.3% | -5.1% | +60.4% | +56.0% |
| 3Y | +198.7% | +61.3% | +137.4% | +178.9% |
| 5Y | +153.8% | +22.4% | +131.4% | +144.5% |
| 10Y | +193.4% | +232.2% | -38.8% | +145.2% |
| All | +790.6% | +8,088.8% | -7,298.2% | +557.7% |
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 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