+99.3%
HLT vs LHX
+54.0%
+45.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.0% |
| 30D | -5.0% | -15.1% | +10.1% | -2.8% |
| 3M | -10.4% | -21.0% | +10.6% | -7.4% |
| 6M | +3.2% | -32.0% | +35.2% | +9.2% |
| YTD | +6.7% | -15.3% | +22.1% | +8.3% |
| 1Y | +10.3% | -11.1% | +21.3% | +10.7% |
| 3Y | +99.3% | +54.0% | +45.3% | +89.7% |
| All | +99.3% | +54.0% | +45.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling