+2,343.9%
EXC vs LHX
+7,918.1%
-5,574.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +1.1% |
| 30D | -0.9% | -13.2% | +12.3% | +1.8% |
| 3M | -2.7% | -18.4% | +15.7% | +0.9% |
| 6M | -9.4% | -32.0% | +22.6% | -2.8% |
| YTD | +3.0% | -13.6% | +16.7% | +5.4% |
| 1Y | +5.1% | -6.0% | +11.1% | +5.6% |
| 3Y | +20.6% | +57.9% | -37.3% | +9.1% |
| 5Y | +45.7% | +19.2% | +26.5% | +38.1% |
| 10Y | +160.8% | +232.3% | -71.4% | +109.2% |
| All | +2,343.9% | +7,918.1% | -5,574.2% | +1,179.3% |
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 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