+1,376.8%
BAC vs LHX
+8,111.5%
-6,734.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +1.1% | -2.0% | +3.0% | +1.9% |
| 30D | -0.4% | -9.9% | +9.5% | +3.8% |
| 3M | +16.9% | -16.5% | +33.4% | +24.8% |
| 6M | +26.6% | -29.6% | +56.2% | +44.5% |
| YTD | +15.8% | -11.6% | +27.4% | +19.8% |
| 1Y | +27.2% | -4.1% | +31.2% | +26.8% |
| 3Y | +132.4% | +53.3% | +79.2% | +88.7% |
| 5Y | +72.6% | +22.3% | +50.3% | +50.1% |
| 10Y | +389.7% | +231.9% | +157.9% | +179.8% |
| All | +1,376.8% | +8,111.5% | -6,734.7% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling