+790.7%
FIX vs LHX
+60.8%
+729.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +6.1% | -2.5% | +8.6% | +6.4% |
| 30D | -2.7% | -10.4% | +7.7% | -1.2% |
| 3M | -10.9% | -14.9% | +4.0% | -9.1% |
| 6M | +29.0% | -29.6% | +58.6% | +38.7% |
| YTD | +76.9% | -11.8% | +88.7% | +81.0% |
| 1Y | +130.7% | -5.1% | +135.8% | +133.5% |
| 3Y | +790.7% | +61.3% | +729.4% | +769.8% |
| All | +790.7% | +60.8% | +729.9% | +769.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling