+45.6%
EXC vs LHX
+17.8%
+27.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.6% | -4.8% | +3.2% | -0.4% |
| 30D | -2.4% | -12.7% | +10.4% | +1.1% |
| 3M | -4.0% | -17.6% | +13.7% | +0.7% |
| 6M | -9.8% | -30.7% | +20.9% | -1.0% |
| YTD | +2.3% | -14.3% | +16.7% | +5.4% |
| 1Y | +3.8% | -8.4% | +12.2% | +4.5% |
| 3Y | +19.7% | +56.7% | -36.9% | -0.1% |
| 5Y | +45.6% | +18.5% | +27.1% | +31.2% |
| All | +45.6% | +17.8% | +27.8% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling