-42.8%
INTU vs LHX
+17.8%
-60.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -9.2% | -4.8% | -4.4% | -8.1% |
| 30D | -7.0% | -12.7% | +5.7% | -4.2% |
| 3M | +10.5% | -17.6% | +28.2% | +15.1% |
| 6M | -30.6% | -30.7% | +0.1% | -24.8% |
| YTD | -52.3% | -14.3% | -38.0% | -51.4% |
| 1Y | -51.8% | -8.4% | -43.4% | -51.9% |
| 3Y | -41.8% | +56.7% | -98.5% | -50.8% |
| 5Y | -42.8% | +18.5% | -61.3% | -50.0% |
| All | -42.8% | +17.8% | -60.7% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling