+140.1%
GOOGL vs LHX
+16.3%
+123.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | 0.0% | -4.3% | +4.3% | +0.7% |
| 30D | -1.4% | -15.1% | +13.7% | +1.1% |
| 3M | -5.3% | -21.0% | +15.6% | -1.9% |
| 6M | +9.8% | -32.0% | +41.8% | +16.7% |
| YTD | +8.4% | -15.3% | +23.7% | +10.5% |
| 1Y | +41.2% | -11.1% | +52.2% | +42.5% |
| 3Y | +149.6% | +54.0% | +95.6% | +124.5% |
| All | +140.1% | +16.3% | +123.8% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling