-0.1%
BA vs LHX
+60.4%
-60.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | -2.5% | +5.0% | +3.1% |
| 30D | -10.1% | -10.4% | +0.3% | -7.5% |
| 3M | -2.4% | -14.9% | +12.5% | +1.5% |
| 6M | -8.8% | -29.6% | +20.8% | -0.1% |
| YTD | -2.9% | -11.8% | +8.9% | +0.4% |
| 1Y | -8.8% | -5.1% | -3.7% | -7.6% |
| All | -0.1% | +60.4% | -60.5% | -12.8% |
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