+9,457.8%
FTNT vs LHX
+694.7%
+8,763.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.4% |
| 7D | +1.6% | -4.8% | +6.4% | +3.8% |
| 30D | -1.9% | -12.7% | +10.9% | +4.1% |
| 3M | +14.4% | -17.6% | +32.0% | +23.6% |
| 6M | +88.7% | -30.7% | +119.4% | +119.4% |
| YTD | +100.0% | -14.3% | +114.4% | +108.7% |
| 1Y | +99.9% | -8.4% | +108.3% | +100.9% |
| 3Y | +147.9% | +56.7% | +91.3% | +88.1% |
| 5Y | +155.8% | +18.5% | +137.3% | +117.8% |
| 10Y | +2,121.1% | +229.6% | +1,891.5% | +845.7% |
| All | +9,457.8% | +694.7% | +8,763.0% | +2,091.2% |
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