+4.5%
HD vs LHX
+16.3%
-11.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -3.8% | -4.3% | +0.4% | -2.9% |
| 30D | -9.4% | -15.1% | +5.7% | -6.0% |
| 3M | -4.6% | -21.0% | +16.4% | +0.4% |
| 6M | -10.1% | -32.0% | +21.9% | -1.9% |
| YTD | -8.3% | -15.3% | +7.0% | -5.6% |
| 1Y | -25.0% | -11.1% | -14.0% | -23.9% |
| 3Y | +1.5% | +54.0% | -52.5% | -11.0% |
| All | +4.5% | +16.3% | -11.8% | -4.7% |
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 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