-10.2%
DOW vs LHX
+75.9%
-86.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -2.4% | -4.8% | +2.4% | -0.2% |
| 30D | -4.1% | -12.7% | +8.7% | +1.9% |
| 3M | -12.4% | -17.6% | +5.2% | -5.1% |
| 6M | -10.6% | -30.7% | +20.1% | +4.5% |
| YTD | +31.1% | -14.3% | +45.4% | +37.0% |
| 1Y | +30.5% | -8.4% | +38.9% | +30.9% |
| 3Y | -34.4% | +56.7% | -91.1% | -52.1% |
| 5Y | -35.5% | +18.5% | -54.0% | -47.7% |
| All | -10.2% | +75.9% | -86.1% | -41.1% |
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