+7,917.6%
FLEX vs LHX
+4,530.3%
+3,387.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.4% |
| 7D | -0.9% | -2.0% | +1.1% | +0.2% |
| 30D | -10.1% | -9.9% | -0.2% | -5.0% |
| 3M | -31.3% | -16.5% | -14.9% | -25.4% |
| 6M | +71.3% | -29.6% | +100.9% | +103.1% |
| YTD | +81.2% | -11.6% | +92.8% | +88.7% |
| 1Y | +98.5% | -4.1% | +102.6% | +96.8% |
| 3Y | +428.2% | +53.3% | +375.0% | +289.4% |
| 5Y | +657.3% | +22.3% | +635.0% | +509.4% |
| 10Y | +995.9% | +231.9% | +764.1% | +360.8% |
| All | +7,917.6% | +4,530.3% | +3,387.3% | +524.3% |
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