+162.8%
FTNT vs LHX
+16.3%
+146.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.5% |
| 7D | -0.1% | -4.3% | +4.1% | +0.9% |
| 30D | -3.0% | -15.1% | +12.2% | +0.9% |
| 3M | +7.6% | -21.0% | +28.6% | +13.4% |
| 6M | +87.0% | -32.0% | +118.9% | +104.7% |
| YTD | +96.5% | -15.3% | +111.9% | +100.3% |
| 1Y | +92.9% | -11.1% | +104.0% | +92.9% |
| 3Y | +139.8% | +54.0% | +85.8% | +98.3% |
| All | +162.8% | +16.3% | +146.6% | +132.4% |
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 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