+2,909.2%
HPQ vs LHX
+7,918.1%
-5,008.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.7% |
| 7D | +2.2% | -3.7% | +5.9% | +3.6% |
| 30D | +9.7% | -13.2% | +22.9% | +15.4% |
| 3M | +32.7% | -18.4% | +51.1% | +42.1% |
| 6M | +77.7% | -32.0% | +109.7% | +102.8% |
| YTD | +51.0% | -13.6% | +64.6% | +56.7% |
| 1Y | +18.4% | -6.0% | +24.4% | +18.5% |
| 3Y | +25.6% | +57.9% | -32.4% | +1.7% |
| 5Y | +38.6% | +19.2% | +19.4% | +22.1% |
| 10Y | +226.1% | +232.3% | -6.1% | +89.9% |
| All | +2,909.2% | +7,918.1% | -5,008.9% | +400.5% |
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