+6,182.4%
FIX vs LHX
+231.6%
+5,950.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +0.7% | -4.8% | +5.5% | +2.9% |
| 30D | -5.7% | -12.7% | +7.0% | +0.1% |
| 3M | -7.4% | -17.6% | +10.2% | -0.4% |
| 6M | +15.1% | -30.7% | +45.8% | +34.8% |
| YTD | +70.7% | -14.3% | +85.0% | +79.4% |
| 1Y | +111.9% | -8.4% | +120.3% | +115.0% |
| 3Y | +759.5% | +56.7% | +702.8% | +538.5% |
| 5Y | +2,164.4% | +18.5% | +2,145.9% | +1,795.2% |
| All | +6,182.4% | +231.6% | +5,950.8% | +3,383.3% |
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