+30,424.6%
HD vs LHX
+8,088.8%
+22,335.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.4% |
| 30D | -11.1% | -10.4% | -0.8% | -8.3% |
| 3M | +2.0% | -14.9% | +17.0% | +6.6% |
| 6M | -10.5% | -29.6% | +19.2% | -1.1% |
| YTD | -6.9% | -11.8% | +5.0% | -4.2% |
| 1Y | -23.2% | -5.1% | -18.1% | -23.0% |
| 3Y | +3.1% | +61.3% | -58.2% | -12.8% |
| 5Y | +7.4% | +22.4% | -15.0% | -2.9% |
| 10Y | +205.0% | +232.2% | -27.2% | +101.4% |
| All | +30,424.6% | +8,088.8% | +22,335.8% | +7,697.4% |
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