+43.4%
C vs LHX
-9.5%
+53.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | +0.8% | -4.3% | +5.1% | +1.6% |
| 30D | +0.9% | -15.1% | +16.0% | +4.0% |
| 3M | +1.1% | -21.0% | +22.0% | +5.9% |
| 6M | +28.4% | -32.0% | +60.4% | +40.0% |
| YTD | +20.8% | -15.3% | +36.1% | +21.4% |
| 1Y | +43.4% | -11.1% | +54.5% | +41.9% |
| All | +43.4% | -9.5% | +53.0% | +41.9% |
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