-12.1%
DOW vs LHX
+73.9%
-86.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.5% |
| 7D | -1.4% | -4.3% | +2.9% | +0.6% |
| 30D | -3.9% | -15.1% | +11.2% | +3.3% |
| 3M | -12.7% | -21.0% | +8.3% | -3.5% |
| 6M | -13.7% | -32.0% | +18.3% | +1.8% |
| YTD | +28.4% | -15.3% | +43.7% | +34.9% |
| 1Y | +21.8% | -11.1% | +32.8% | +23.8% |
| 3Y | -35.7% | +54.0% | -89.7% | -52.7% |
| 5Y | -36.8% | +17.1% | -53.9% | -48.5% |
| All | -12.1% | +73.9% | -86.0% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling