+155.8%
EXC vs LHX
+227.8%
-72.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -1.1% | -4.3% | +3.2% | +0.5% |
| 30D | -3.6% | -15.1% | +11.5% | +2.3% |
| 3M | -4.3% | -21.0% | +16.7% | +4.0% |
| 6M | -9.9% | -32.0% | +22.0% | +3.2% |
| YTD | +1.8% | -15.3% | +17.1% | +6.6% |
| 1Y | +2.9% | -11.1% | +13.9% | +5.2% |
| 3Y | +19.1% | +54.0% | -34.9% | -4.7% |
| 5Y | +44.8% | +17.1% | +27.7% | +27.7% |
| All | +155.8% | +227.8% | -72.0% | +99.3% |
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