+1,044.0%
C vs LHX
+8,620.6%
-7,576.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.2% | +4.8% | -0.6% | +2.1% |
| 30D | +2.0% | +14.7% | -12.7% | -4.1% |
| 3M | -10.1% | -5.1% | -5.0% | -8.5% |
| 6M | +1.0% | -9.9% | +10.9% | +4.2% |
| YTD | +8.5% | -6.1% | +14.6% | +9.2% |
| 1Y | +25.7% | -4.0% | +29.7% | +25.3% |
| 3Y | +216.0% | +56.9% | +159.1% | +151.1% |
| 5Y | +112.3% | +36.6% | +75.7% | +73.9% |
| 10Y | +217.8% | +217.5% | +0.3% | +78.8% |
| All | +1,044.0% | +8,620.6% | -7,576.6% | +138.9% |
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 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