+71.2%
BKR vs LHX
+54.0%
+17.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -7.0% | -4.3% | -2.7% | -5.8% |
| 30D | -8.1% | -15.1% | +7.0% | -3.8% |
| 3M | -6.6% | -21.0% | +14.3% | -0.4% |
| 6M | +0.9% | -32.0% | +32.9% | +12.8% |
| YTD | +31.1% | -15.3% | +46.4% | +34.3% |
| 1Y | +27.7% | -11.1% | +38.8% | +27.7% |
| 3Y | +71.2% | +54.0% | +17.2% | +37.6% |
| All | +71.2% | +54.0% | +17.2% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling