-2.3%
FERG vs LHX
-4.7%
+2.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | -10.2% | -10.4% | +0.2% | -7.7% |
| 3M | -0.6% | -16.9% | +16.3% | +3.8% |
| 6M | -6.5% | -29.9% | +23.4% | +3.7% |
| YTD | +4.2% | -12.0% | +16.2% | +4.4% |
| 1Y | -2.3% | -4.5% | +2.3% | -6.8% |
| All | -2.3% | -4.7% | +2.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling