+228.7%
HL vs LHX
+16.3%
+212.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -4.4% | -4.3% | -0.1% | -2.6% |
| 30D | +9.3% | -15.1% | +24.4% | +17.1% |
| 3M | +32.0% | -21.0% | +52.9% | +45.0% |
| 6M | -6.4% | -32.0% | +25.6% | +10.4% |
| YTD | +3.1% | -15.3% | +18.5% | +11.0% |
| 1Y | +77.6% | -11.1% | +88.6% | +86.6% |
| 3Y | +392.8% | +54.0% | +338.8% | +292.7% |
| All | +228.7% | +16.3% | +212.4% | +197.0% |
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