+13,449.8%
GOOG vs LHX
+1,649.1%
+11,800.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.9% |
| 7D | 0.0% | -4.3% | +4.3% | +1.6% |
| 30D | -2.0% | -15.1% | +13.2% | +3.8% |
| 3M | -5.9% | -21.0% | +15.1% | +1.6% |
| 6M | +8.9% | -32.0% | +40.9% | +23.7% |
| YTD | +7.1% | -15.3% | +22.4% | +11.9% |
| 1Y | +39.7% | -11.1% | +50.7% | +42.9% |
| 3Y | +145.8% | +54.0% | +91.8% | +101.4% |
| 5Y | +138.6% | +17.1% | +121.5% | +111.3% |
| 10Y | +791.5% | +225.8% | +565.7% | +403.0% |
| All | +13,449.8% | +1,649.1% | +11,800.7% | +4,050.9% |
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