+276.1%
EBAY vs LHX
+227.8%
+48.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +4.2% | -4.3% | +8.5% | +5.4% |
| 30D | +5.6% | -15.1% | +20.8% | +10.5% |
| 3M | -1.4% | -21.0% | +19.6% | +4.9% |
| 6M | +18.2% | -32.0% | +50.2% | +31.1% |
| YTD | +24.8% | -15.3% | +40.2% | +30.1% |
| 1Y | +18.0% | -11.1% | +29.1% | +20.9% |
| 3Y | +160.3% | +54.0% | +106.3% | +125.8% |
| 5Y | +62.1% | +17.1% | +45.0% | +50.1% |
| All | +276.1% | +227.8% | +48.2% | +148.2% |
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 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