+143.8%
IBM vs LHX
+227.8%
-84.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +3.6% | -4.3% | +7.8% | +5.0% |
| 30D | +3.1% | -15.1% | +18.2% | +8.8% |
| 3M | -10.8% | -21.0% | +10.1% | -3.9% |
| 6M | -0.8% | -32.0% | +31.2% | +12.2% |
| YTD | -16.2% | -15.3% | -0.9% | -12.6% |
| 1Y | -2.9% | -11.1% | +8.2% | -0.7% |
| 3Y | +79.8% | +54.0% | +25.8% | +48.5% |
| 5Y | +124.9% | +17.1% | +107.8% | +100.2% |
| All | +143.8% | +227.8% | -84.0% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling