-20.4%
BA vs LHX
+37.0%
-57.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -1.4% | +6.5% | -7.9% | -3.1% |
| 30D | -7.9% | +16.1% | -24.0% | -11.9% |
| 3M | -25.2% | -2.8% | -22.3% | -24.7% |
| 6M | -26.7% | -7.7% | -19.0% | -25.5% |
| YTD | -19.6% | -4.6% | -15.0% | -19.0% |
| 1Y | -10.6% | -6.8% | -3.8% | -9.4% |
| 3Y | -11.2% | +60.8% | -72.1% | -24.6% |
| 5Y | -20.4% | +39.5% | -60.0% | -32.3% |
| All | -20.4% | +37.0% | -57.5% | -32.3% |
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