+3.4%
EXC vs LHX
-4.7%
+8.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -0.7% | -2.4% | +1.8% | -0.3% |
| 30D | -4.6% | -10.4% | +5.7% | -3.2% |
| 3M | -2.2% | -16.9% | +14.7% | -0.1% |
| 6M | -10.6% | -29.9% | +19.4% | -7.4% |
| YTD | +1.9% | -12.0% | +13.9% | +4.2% |
| 1Y | +3.4% | -4.5% | +7.9% | +4.6% |
| All | +3.4% | -4.7% | +8.1% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling