+1,664.2%
BMY vs LHX
+7,852.8%
-6,188.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -6.4% | -4.8% | -1.6% | -5.5% |
| 30D | +0.2% | -12.7% | +13.0% | +2.8% |
| 3M | +16.0% | -17.6% | +33.6% | +20.0% |
| 6M | +8.3% | -30.7% | +39.1% | +15.8% |
| YTD | +22.2% | -14.3% | +36.5% | +25.2% |
| 1Y | +41.7% | -8.4% | +50.1% | +43.2% |
| 3Y | +20.7% | +56.7% | -36.0% | +9.3% |
| 5Y | +23.9% | +18.5% | +5.5% | +17.1% |
| 10Y | +62.9% | +229.6% | -166.6% | +26.1% |
| All | +1,664.2% | +7,852.8% | -6,188.6% | +693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling