+216.0%
C vs LHX
+57.4%
+158.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.2% | +4.8% | -0.6% | +3.0% |
| 30D | +2.0% | +14.7% | -12.7% | -1.7% |
| 3M | -10.1% | -5.1% | -5.0% | -9.1% |
| 6M | +1.0% | -9.9% | +10.9% | +3.1% |
| YTD | +8.5% | -6.1% | +14.6% | +8.3% |
| 1Y | +25.7% | -4.0% | +29.7% | +24.5% |
| 3Y | +216.0% | +56.9% | +159.1% | +161.0% |
| All | +216.0% | +57.4% | +158.6% | +161.0% |
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