+15,893.3%
INTC vs LHX
+7,852.8%
+8,040.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +9.4% | -4.8% | +14.2% | +11.4% |
| 30D | +2.7% | -12.7% | +15.4% | +8.0% |
| 3M | -6.3% | -17.6% | +11.4% | -0.5% |
| 6M | +114.5% | -30.7% | +145.2% | +142.1% |
| YTD | +171.9% | -14.3% | +186.2% | +181.5% |
| 1Y | +305.0% | -8.4% | +313.4% | +306.5% |
| 3Y | +168.3% | +56.7% | +111.7% | +113.6% |
| 5Y | +102.3% | +18.5% | +83.8% | +75.0% |
| 10Y | +249.4% | +229.6% | +19.8% | +94.7% |
| All | +15,893.3% | +7,852.8% | +8,040.5% | +2,315.0% |
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 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