+440.9%
FLEX vs LHX
+55.8%
+385.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | +0.1% | -4.8% | +4.9% | +0.7% |
| 30D | -11.8% | -12.7% | +1.0% | -10.3% |
| 3M | -22.6% | -17.6% | -4.9% | -20.8% |
| 6M | +77.3% | -30.7% | +108.1% | +89.1% |
| YTD | +78.8% | -14.3% | +93.1% | +82.3% |
| 1Y | +86.1% | -8.4% | +94.5% | +87.5% |
| All | +440.9% | +55.8% | +385.1% | +416.0% |
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