+50.0%
BMY vs LHX
-4.7%
+54.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +5.0% | -10.4% | +15.4% | +6.9% |
| 3M | +19.4% | -16.9% | +36.3% | +23.3% |
| 6M | +9.5% | -29.9% | +39.5% | +16.8% |
| YTD | +28.1% | -12.0% | +40.0% | +31.0% |
| 1Y | +50.0% | -4.5% | +54.5% | +49.8% |
| All | +50.0% | -4.7% | +54.6% | +49.8% |
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