+44.5%
GOOG vs LHX
-4.7%
+49.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | -6.9% | -10.4% | +3.5% | -6.1% |
| 3M | -9.1% | -16.9% | +7.7% | -7.8% |
| 6M | +10.6% | -29.9% | +40.6% | +14.4% |
| YTD | +7.0% | -12.0% | +19.0% | +8.1% |
| 1Y | +44.5% | -4.5% | +49.1% | +48.5% |
| All | +44.5% | -4.7% | +49.2% | +48.5% |
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 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