+149.6%
GOOGL vs LHX
+54.0%
+95.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | 0.0% | -4.3% | +4.3% | +0.5% |
| 30D | -1.4% | -15.1% | +13.7% | +0.2% |
| 3M | -5.3% | -21.0% | +15.6% | -3.1% |
| 6M | +9.8% | -32.0% | +41.8% | +14.4% |
| YTD | +8.4% | -15.3% | +23.7% | +9.9% |
| 1Y | +41.2% | -11.1% | +52.2% | +42.3% |
| 3Y | +149.6% | +54.0% | +95.6% | +143.7% |
| All | +149.6% | +54.0% | +95.6% | +143.7% |
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