+75.8%
BA vs LHX
+227.8%
-152.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.4% |
| 7D | -0.8% | -4.3% | +3.4% | +1.7% |
| 30D | -9.0% | -15.1% | +6.2% | +0.3% |
| 3M | -5.0% | -21.0% | +15.9% | +8.1% |
| 6M | -1.7% | -32.0% | +30.3% | +22.5% |
| YTD | -3.1% | -15.3% | +12.3% | +4.7% |
| 1Y | -4.3% | -11.1% | +6.7% | -0.5% |
| 3Y | -0.3% | +54.0% | -54.3% | -30.7% |
| 5Y | +0.1% | +17.1% | -17.0% | -20.9% |
| All | +75.8% | +227.8% | -152.0% | -13.6% |
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