+12,471.5%
FIX vs LHX
+2,327.9%
+10,143.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.5% |
| 7D | +6.0% | -2.0% | +8.0% | +6.8% |
| 30D | -7.2% | -9.9% | +2.7% | -3.7% |
| 3M | -15.9% | -16.5% | +0.6% | -11.1% |
| 6M | +12.7% | -29.6% | +42.3% | +27.0% |
| YTD | +72.8% | -11.6% | +84.4% | +78.2% |
| 1Y | +122.9% | -4.1% | +127.0% | +122.7% |
| 3Y | +774.3% | +53.3% | +721.1% | +616.1% |
| 5Y | +2,049.5% | +22.3% | +2,027.2% | +1,786.5% |
| 10Y | +5,821.5% | +231.9% | +5,589.6% | +3,513.1% |
| All | +12,471.5% | +2,327.9% | +10,143.6% | +4,045.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling