+2,383.6%
IBM vs LHX
+8,088.8%
-5,705.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.3% | -2.5% | +2.8% | +1.0% |
| 30D | -1.5% | -10.4% | +8.9% | +1.4% |
| 3M | -16.8% | -14.9% | -1.8% | -13.3% |
| 6M | -9.0% | -29.6% | +20.6% | -0.4% |
| YTD | -20.1% | -11.8% | -8.2% | -18.0% |
| 1Y | -7.0% | -5.1% | -1.9% | -6.7% |
| 3Y | +72.4% | +61.3% | +11.1% | +48.3% |
| 5Y | +112.0% | +22.4% | +89.6% | +93.3% |
| 10Y | +131.6% | +232.2% | -100.7% | +60.3% |
| All | +2,383.6% | +8,088.8% | -5,705.1% | +635.4% |
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