+883.5%
BX vs LHX
+616.6%
+266.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -8.9% | -4.8% | -4.1% | -6.4% |
| 30D | -14.8% | -12.7% | -2.0% | -8.2% |
| 3M | +6.9% | -17.6% | +24.6% | +18.1% |
| 6M | +16.3% | -30.7% | +47.0% | +41.3% |
| YTD | -16.1% | -14.3% | -1.7% | -10.3% |
| 1Y | -26.8% | -8.4% | -18.4% | -25.0% |
| 3Y | +22.4% | +56.7% | -34.2% | -9.5% |
| 5Y | +16.0% | +18.5% | -2.5% | -3.3% |
| 10Y | +646.9% | +229.6% | +417.4% | +211.7% |
| All | +883.5% | +616.6% | +266.9% | +100.4% |
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 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