-15.8%
F vs LHX
+37.3%
-53.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.4% |
| 7D | -3.9% | +5.3% | -9.2% | -5.3% |
| 30D | -0.5% | +15.8% | -16.3% | -4.8% |
| 3M | -12.9% | -6.1% | -6.9% | -11.6% |
| 6M | +1.5% | -11.4% | +12.9% | +4.5% |
| YTD | -5.0% | -6.3% | +1.2% | -4.7% |
| 1Y | -7.3% | -8.0% | +0.6% | -6.6% |
| 3Y | +45.3% | +58.1% | -12.8% | +20.0% |
| 5Y | -15.8% | +36.3% | -52.1% | -29.8% |
| All | -15.8% | +37.3% | -53.1% | -29.8% |
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