+1,301.2%
FERG vs LHX
+637.0%
+664.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.0% | -4.8% | +3.8% | -0.6% |
| 30D | -11.8% | -12.7% | +0.9% | -10.9% |
| 3M | -1.2% | -17.6% | +16.4% | +0.2% |
| 6M | -2.3% | -30.7% | +28.4% | +0.5% |
| YTD | +0.8% | -14.3% | +15.1% | +2.0% |
| 1Y | +0.5% | -8.4% | +8.9% | +1.2% |
| 3Y | +51.4% | +56.7% | -5.3% | +47.7% |
| 5Y | +67.5% | +18.5% | +49.0% | +64.9% |
| 10Y | +348.1% | +229.6% | +118.6% | +323.9% |
| All | +1,301.2% | +637.0% | +664.2% | +1,167.9% |
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