+2,164.4%
FIX vs LHX
+17.8%
+2,146.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +0.7% | -4.8% | +5.5% | +1.8% |
| 30D | -5.7% | -12.7% | +7.0% | -2.7% |
| 3M | -7.4% | -17.6% | +10.2% | -3.7% |
| 6M | +15.1% | -30.7% | +45.8% | +26.4% |
| YTD | +70.7% | -14.3% | +85.0% | +76.1% |
| 1Y | +111.9% | -8.4% | +120.3% | +114.6% |
| 3Y | +759.5% | +56.7% | +702.8% | +632.9% |
| 5Y | +2,164.4% | +18.5% | +2,145.9% | +1,941.6% |
| All | +2,164.4% | +17.8% | +2,146.6% | +1,941.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling