+392.9%
BAC vs LHX
+227.8%
+165.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | 0.0% | -4.3% | +4.3% | +1.8% |
| 30D | -2.8% | -15.1% | +12.4% | +4.1% |
| 3M | +14.2% | -21.0% | +35.2% | +25.3% |
| 6M | +30.5% | -32.0% | +62.5% | +52.7% |
| YTD | +15.8% | -15.3% | +31.1% | +21.8% |
| 1Y | +26.2% | -11.1% | +37.2% | +29.2% |
| 3Y | +136.5% | +54.0% | +82.5% | +83.3% |
| 5Y | +75.9% | +17.1% | +58.8% | +50.3% |
| All | +392.9% | +227.8% | +165.1% | +155.8% |
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 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