-3.5%
BA vs LHX
+19.9%
-23.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.5% |
| 7D | -1.2% | -3.7% | +2.5% | -0.1% |
| 30D | -11.3% | -13.2% | +1.8% | -7.8% |
| 3M | -3.8% | -18.4% | +14.6% | +1.5% |
| 6M | -8.3% | -32.0% | +23.7% | +1.8% |
| YTD | -4.9% | -13.6% | +8.7% | -1.3% |
| 1Y | -10.1% | -6.0% | -4.1% | -9.1% |
| 3Y | -2.3% | +57.9% | -60.2% | -16.0% |
| 5Y | -3.5% | +19.2% | -22.7% | -15.2% |
| All | -3.5% | +19.9% | -23.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling