+23.3%
BA vs LHX
+215.8%
-192.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.1% | +4.8% | -5.9% | -3.9% |
| 30D | -7.1% | +14.7% | -21.8% | -14.9% |
| 3M | -25.5% | -5.1% | -20.4% | -23.7% |
| 6M | -28.7% | -9.9% | -18.8% | -25.4% |
| YTD | -21.0% | -6.1% | -14.9% | -20.3% |
| 1Y | -11.9% | -4.0% | -7.9% | -12.4% |
| 3Y | -16.2% | +56.9% | -73.1% | -41.9% |
| 5Y | -22.4% | +36.6% | -59.0% | -44.7% |
| All | +23.3% | +215.8% | -192.5% | -37.2% |
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