+171.6%
BKR vs LHX
+16.3%
+155.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -7.0% | -4.3% | -2.7% | -5.5% |
| 30D | -8.1% | -15.1% | +7.0% | -2.7% |
| 3M | -6.6% | -21.0% | +14.3% | +1.0% |
| 6M | +0.9% | -32.0% | +32.9% | +15.3% |
| YTD | +31.1% | -15.3% | +46.4% | +36.3% |
| 1Y | +27.7% | -11.1% | +38.8% | +29.4% |
| 3Y | +71.2% | +54.0% | +17.2% | +35.2% |
| All | +171.6% | +16.3% | +155.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling