+136.0%
BAC vs LHX
+55.8%
+80.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -0.3% | -4.8% | +4.5% | +0.9% |
| 30D | -1.8% | -12.7% | +11.0% | +1.5% |
| 3M | +15.3% | -17.6% | +32.9% | +20.4% |
| 6M | +30.2% | -30.7% | +60.9% | +42.1% |
| YTD | +15.6% | -14.3% | +29.9% | +17.8% |
| 1Y | +27.5% | -8.4% | +35.9% | +26.8% |
| All | +136.0% | +55.8% | +80.3% | +94.6% |
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