+25.0%
FLEX vs LHX
-8.3%
+33.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.5% | -5.9% | -11.8% |
| 7D | -17.0% | -0.3% | -16.6% | -16.4% |
| 30D | -33.8% | +9.7% | -43.5% | -33.4% |
| 3M | -39.0% | -8.5% | -30.5% | -37.7% |
| 6M | -15.9% | -15.1% | -0.8% | -13.0% |
| YTD | +27.8% | -10.4% | +38.3% | +24.9% |
| 1Y | +25.0% | -9.3% | +34.3% | +19.4% |
| All | +25.0% | -8.3% | +33.2% | +19.4% |
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