+661.1%
BX vs LHX
+227.8%
+433.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.0% |
| 7D | -5.6% | -4.3% | -1.4% | -3.8% |
| 30D | -12.2% | -15.1% | +2.9% | -5.8% |
| 3M | +7.4% | -21.0% | +28.4% | +18.4% |
| 6M | +22.2% | -32.0% | +54.2% | +43.8% |
| YTD | -14.0% | -15.3% | +1.3% | -8.9% |
| 1Y | -27.3% | -11.1% | -16.2% | -25.0% |
| 3Y | +24.5% | +54.0% | -29.5% | -1.4% |
| 5Y | +18.9% | +17.1% | +1.8% | +3.5% |
| All | +661.1% | +227.8% | +433.2% | +352.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling