+32.9%
F vs LHX
+57.1%
-24.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.4% |
| 7D | -4.9% | -3.7% | -1.2% | -3.9% |
| 30D | -2.9% | -13.2% | +10.3% | +0.7% |
| 3M | -9.1% | -18.4% | +9.3% | -4.4% |
| 6M | +12.9% | -32.0% | +44.9% | +25.0% |
| YTD | +6.1% | -13.6% | +19.7% | +8.5% |
| 1Y | +22.5% | -6.0% | +28.5% | +21.3% |
| All | +32.9% | +57.1% | -24.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling