+2,780.0%
GE vs LHX
+7,918.1%
-5,138.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -1.2% | -3.7% | +2.5% | 0.0% |
| 30D | -11.3% | -13.2% | +1.9% | -7.1% |
| 3M | -1.4% | -18.4% | +17.0% | +5.0% |
| 6M | +1.2% | -32.0% | +33.2% | +14.4% |
| YTD | +5.9% | -13.6% | +19.6% | +10.4% |
| 1Y | +18.4% | -6.0% | +24.4% | +19.8% |
| 3Y | +271.0% | +57.9% | +213.0% | +213.9% |
| 5Y | +417.9% | +19.2% | +398.7% | +371.8% |
| 10Y | +152.0% | +232.3% | -80.3% | +67.0% |
| All | +2,780.0% | +7,918.1% | -5,138.1% | +683.2% |
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