+615.0%
F vs LHX
+8,111.5%
-7,496.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +5.3% | -2.0% | +7.3% | +6.0% |
| 30D | +4.6% | -9.9% | +14.5% | +8.3% |
| 3M | -3.7% | -16.5% | +12.8% | +1.8% |
| 6M | +16.8% | -29.6% | +46.4% | +30.8% |
| YTD | +15.3% | -11.6% | +26.9% | +18.8% |
| 1Y | +31.0% | -4.1% | +35.1% | +30.9% |
| 3Y | +45.4% | +53.3% | -7.8% | +22.2% |
| 5Y | +54.7% | +22.3% | +32.4% | +38.0% |
| 10Y | +98.2% | +231.9% | -133.6% | +23.5% |
| All | +615.0% | +8,111.5% | -7,496.5% | +89.1% |
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