+72.8%
HCA vs LHX
+16.3%
+56.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +5.4% | -4.3% | +9.7% | +6.5% |
| 30D | +3.0% | -15.1% | +18.1% | +7.0% |
| 3M | +13.0% | -21.0% | +34.0% | +19.3% |
| 6M | -20.3% | -32.0% | +11.7% | -13.0% |
| YTD | -8.2% | -15.3% | +7.1% | -5.1% |
| 1Y | +6.7% | -11.1% | +17.8% | +8.7% |
| 3Y | +60.4% | +54.0% | +6.4% | +40.1% |
| All | +72.8% | +16.3% | +56.5% | +55.9% |
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 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