+133.9%
HL vs LHX
-4.7%
+138.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.5% |
| 7D | +1.5% | -2.4% | +3.9% | +2.6% |
| 30D | +25.1% | -10.4% | +35.4% | +31.0% |
| 3M | +22.9% | -16.9% | +39.8% | +33.6% |
| 6M | -4.9% | -29.9% | +25.0% | +17.4% |
| YTD | +7.8% | -12.0% | +19.8% | +19.9% |
| 1Y | +133.9% | -4.5% | +138.4% | +140.4% |
| All | +133.9% | -4.7% | +138.6% | +140.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling