+351.3%
FERG vs LHX
+227.8%
+123.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.6% | -4.3% | +1.7% | -2.1% |
| 30D | -8.9% | -15.1% | +6.2% | -7.3% |
| 3M | -2.0% | -21.0% | +18.9% | +0.3% |
| 6M | -3.2% | -32.0% | +28.8% | +0.7% |
| YTD | +1.5% | -15.3% | +16.8% | +3.2% |
| 1Y | +0.5% | -11.1% | +11.5% | +1.7% |
| 3Y | +50.4% | +54.0% | -3.6% | +46.4% |
| 5Y | +68.7% | +17.1% | +51.6% | +65.5% |
| All | +351.3% | +227.8% | +123.5% | +315.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling