+1,154.5%
C vs LHX
+8,088.8%
-6,934.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.2% | -2.5% | +5.7% | +4.3% |
| 30D | +1.3% | -10.4% | +11.7% | +6.0% |
| 3M | +3.1% | -14.9% | +18.1% | +9.5% |
| 6M | +29.6% | -29.6% | +59.2% | +49.1% |
| YTD | +19.0% | -11.8% | +30.8% | +23.5% |
| 1Y | +45.6% | -5.1% | +50.7% | +46.1% |
| 3Y | +269.3% | +61.3% | +208.0% | +189.9% |
| 5Y | +131.6% | +22.4% | +109.2% | +99.1% |
| 10Y | +286.5% | +232.2% | +54.3% | +114.2% |
| All | +1,154.5% | +8,088.8% | -6,934.2% | +170.2% |
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 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