+948.6%
IREN vs LHX
+54.0%
+894.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | -1.9% | -4.3% | +2.4% | -1.2% |
| 30D | +0.4% | -15.1% | +15.5% | +3.1% |
| 3M | -22.7% | -21.0% | -1.7% | -19.3% |
| 6M | +4.4% | -32.0% | +36.4% | +16.7% |
| YTD | +16.0% | -15.3% | +31.4% | +21.7% |
| 1Y | +33.4% | -11.1% | +44.5% | +39.0% |
| 3Y | +948.6% | +54.0% | +894.5% | +890.8% |
| All | +948.6% | +54.0% | +894.6% | +890.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling