+121.5%
FIX vs LHX
-9.5%
+131.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | +5.0% | -4.3% | +9.3% | +5.7% |
| 30D | -2.7% | -15.1% | +12.4% | -0.5% |
| 3M | -8.2% | -21.0% | +12.7% | -4.1% |
| 6M | +20.3% | -32.0% | +52.2% | +36.7% |
| YTD | +81.4% | -15.3% | +96.8% | +84.3% |
| 1Y | +121.5% | -11.1% | +132.6% | +118.8% |
| All | +121.5% | -9.5% | +131.0% | +118.8% |
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