+977.1%
BE vs LHX
+94.5%
+882.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.9% |
| 7D | +23.9% | -3.7% | +27.6% | +26.1% |
| 30D | +27.8% | -13.2% | +41.0% | +36.3% |
| 3M | +3.7% | -18.4% | +22.1% | +11.5% |
| 6M | +78.0% | -32.0% | +109.9% | +110.9% |
| YTD | +209.9% | -13.6% | +223.6% | +224.1% |
| 1Y | +389.6% | -6.0% | +395.6% | +393.0% |
| 3Y | +1,730.6% | +57.9% | +1,672.6% | +1,309.6% |
| 5Y | +1,227.8% | +19.2% | +1,208.6% | +1,056.8% |
| All | +977.1% | +94.5% | +882.6% | +747.4% |
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