+795.1%
BKNG vs LHX
+3,330.6%
-2,535.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -10.7% | -4.8% | -5.9% | -8.6% |
| 30D | -18.1% | -12.7% | -5.4% | -12.9% |
| 3M | +8.5% | -17.6% | +26.2% | +17.7% |
| 6M | -0.1% | -30.7% | +30.7% | +17.1% |
| YTD | -18.2% | -14.3% | -3.9% | -14.1% |
| 1Y | -19.9% | -8.4% | -11.5% | -18.8% |
| 3Y | +41.6% | +56.7% | -15.1% | +8.6% |
| 5Y | +93.1% | +18.5% | +74.6% | +62.3% |
| 10Y | +214.8% | +229.6% | -14.8% | +51.2% |
| All | +795.1% | +3,330.6% | -2,535.5% | +17.3% |
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