+261.3%
GE vs LHX
+55.8%
+205.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -2.8% | -4.8% | +2.0% | -1.2% |
| 30D | -11.9% | -12.7% | +0.8% | -7.9% |
| 3M | +1.8% | -17.6% | +19.5% | +8.2% |
| 6M | -0.6% | -30.7% | +30.1% | +12.0% |
| YTD | +5.5% | -14.3% | +19.9% | +10.7% |
| 1Y | +15.0% | -8.4% | +23.4% | +17.8% |
| All | +261.3% | +55.8% | +205.5% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling