+92.9%
FTNT vs LHX
-9.5%
+102.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.8% |
| 7D | -0.1% | -4.3% | +4.1% | -0.2% |
| 30D | -3.0% | -15.1% | +12.2% | -3.4% |
| 3M | +7.6% | -21.0% | +28.6% | +6.7% |
| 6M | +87.0% | -32.0% | +118.9% | +84.2% |
| YTD | +96.5% | -15.3% | +111.9% | +92.2% |
| 1Y | +92.9% | -11.1% | +104.0% | +88.1% |
| All | +92.9% | -9.5% | +102.4% | +88.1% |
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