+217.8%
INTU vs LHX
+227.8%
-10.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +4.0% | +3.2% |
| 7D | -3.3% | -4.3% | +0.9% | -1.8% |
| 30D | -3.9% | -15.1% | +11.2% | +2.1% |
| 3M | +16.6% | -21.0% | +37.6% | +26.7% |
| 6M | -26.4% | -32.0% | +5.6% | -15.6% |
| YTD | -51.0% | -15.3% | -35.7% | -48.9% |
| 1Y | -50.8% | -11.1% | -39.7% | -49.9% |
| 3Y | -40.1% | +54.0% | -94.1% | -52.6% |
| 5Y | -41.2% | +17.1% | -58.3% | -49.1% |
| All | +217.8% | +227.8% | -10.1% | +75.5% |
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