+730.0%
FLEX vs LHX
+16.3%
+713.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.3% | +7.4% |
| 7D | +5.7% | -4.3% | +10.0% | +6.6% |
| 30D | -7.0% | -15.1% | +8.1% | -4.2% |
| 3M | -23.8% | -21.0% | -2.9% | -20.6% |
| 6M | +82.6% | -32.0% | +114.6% | +97.7% |
| YTD | +91.6% | -15.3% | +107.0% | +96.6% |
| 1Y | +100.6% | -11.1% | +111.6% | +103.3% |
| 3Y | +479.8% | +54.0% | +425.8% | +411.5% |
| All | +730.0% | +16.3% | +713.8% | +643.0% |
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 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