+3,553.2%
FIX vs LHX
+215.8%
+3,337.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +4.8% | +4.6% | +7.2% |
| 30D | -27.8% | +14.7% | -42.4% | -32.0% |
| 3M | -35.6% | -5.1% | -30.4% | -34.1% |
| 6M | -45.2% | -9.9% | -35.3% | -43.5% |
| YTD | +19.5% | -6.1% | +25.6% | +20.4% |
| 1Y | +24.2% | -4.0% | +28.2% | +23.9% |
| 3Y | +494.2% | +56.9% | +437.2% | +347.4% |
| 5Y | +1,036.1% | +36.6% | +999.6% | +785.3% |
| All | +3,553.2% | +215.8% | +3,337.4% | +1,764.8% |
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 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