+85.6%
IREN vs LHX
+25.9%
+59.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | +14.6% | -3.7% | +18.3% | +15.2% |
| 30D | +17.1% | -13.2% | +30.3% | +19.5% |
| 3M | -16.0% | -18.4% | +2.3% | -13.6% |
| 6M | +16.8% | -32.0% | +48.8% | +26.6% |
| YTD | +20.1% | -13.6% | +33.8% | +24.0% |
| 1Y | +50.3% | -6.0% | +56.2% | +53.4% |
| 3Y | +871.5% | +57.9% | +813.6% | +824.7% |
| All | +85.6% | +25.9% | +59.6% | +74.7% |
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