-13.3%
BKNG vs LHX
-9.1%
-4.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +12.2% | -7.3% | +19.5% | +12.3% |
| 30D | +7.0% | +8.5% | -1.5% | +5.6% |
| 3M | -18.3% | -9.4% | -8.9% | -18.5% |
| 6M | +1.1% | -14.0% | +15.1% | +1.2% |
| YTD | -20.7% | -11.0% | -9.7% | -21.7% |
| 1Y | -13.3% | -8.6% | -4.7% | -14.8% |
| All | -13.3% | -9.1% | -4.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling