+138.4%
HLT vs LHX
+16.3%
+122.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | -5.0% | -15.1% | +10.1% | -2.5% |
| 3M | -10.4% | -21.0% | +10.6% | -7.1% |
| 6M | +3.2% | -32.0% | +35.2% | +9.6% |
| YTD | +6.7% | -15.3% | +22.1% | +8.7% |
| 1Y | +10.3% | -11.1% | +21.3% | +11.2% |
| 3Y | +99.3% | +54.0% | +45.3% | +81.7% |
| All | +138.4% | +16.3% | +122.2% | +112.8% |
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