+213.7%
ICE vs LHX
+227.8%
-14.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.4% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | +4.0% | -15.1% | +19.2% | +9.2% |
| 3M | +13.7% | -21.0% | +34.6% | +21.5% |
| 6M | +0.9% | -32.0% | +32.9% | +12.8% |
| YTD | -2.1% | -15.3% | +13.2% | +1.8% |
| 1Y | -9.5% | -11.1% | +1.5% | -7.6% |
| 3Y | +42.1% | +54.0% | -11.9% | +19.8% |
| 5Y | +41.4% | +17.1% | +24.3% | +28.2% |
| All | +213.7% | +227.8% | -14.2% | +122.5% |
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 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