+1,754.0%
HCA vs LHX
+663.1%
+1,090.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +5.4% | -4.3% | +9.7% | +7.1% |
| 30D | +3.0% | -15.1% | +18.1% | +9.6% |
| 3M | +13.0% | -21.0% | +34.0% | +23.3% |
| 6M | -20.3% | -32.0% | +11.7% | -7.9% |
| YTD | -8.2% | -15.3% | +7.1% | -3.3% |
| 1Y | +6.7% | -11.1% | +17.8% | +9.6% |
| 3Y | +60.4% | +54.0% | +6.4% | +29.0% |
| 5Y | +73.4% | +17.1% | +56.3% | +52.3% |
| 10Y | +506.9% | +225.8% | +281.1% | +240.1% |
| All | +1,754.0% | +663.1% | +1,090.9% | +507.8% |
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 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