+20.5%
BMY vs LHX
+54.0%
-33.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | -4.8% | -4.3% | -0.5% | -4.0% |
| 30D | -0.1% | -15.1% | +15.0% | +2.9% |
| 3M | +13.1% | -21.0% | +34.1% | +18.0% |
| 6M | +8.4% | -32.0% | +40.4% | +16.5% |
| YTD | +22.0% | -15.3% | +37.3% | +25.2% |
| 1Y | +40.3% | -11.1% | +51.3% | +42.3% |
| 3Y | +20.5% | +54.0% | -33.5% | +8.4% |
| All | +20.5% | +54.0% | -33.5% | +8.4% |
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