-0.7%
BKR vs LHX
-9.1%
+8.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.7% | -7.3% |
| 7D | -15.2% | -7.3% | -7.9% | -14.3% |
| 30D | -19.1% | +8.5% | -27.6% | -19.8% |
| 3M | -24.8% | -9.4% | -15.5% | -23.7% |
| 6M | -31.6% | -14.0% | -17.6% | -30.1% |
| YTD | +2.5% | -11.0% | +13.5% | +0.1% |
| 1Y | -0.7% | -8.6% | +7.9% | -3.3% |
| All | -0.7% | -9.1% | +8.4% | -3.3% |
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 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