+45.8%
F vs LHX
+57.1%
-11.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.4% |
| 7D | -3.9% | +5.3% | -9.2% | -5.1% |
| 30D | -0.5% | +15.8% | -16.3% | -4.3% |
| 3M | -12.9% | -6.1% | -6.9% | -11.8% |
| 6M | +1.5% | -11.4% | +12.9% | +4.1% |
| YTD | -5.0% | -6.3% | +1.2% | -5.2% |
| 1Y | -7.3% | -8.0% | +0.6% | -7.1% |
| All | +45.8% | +57.1% | -11.2% | +17.3% |
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 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