+166.4%
IWM vs LHX
+227.8%
-61.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.8% |
| 7D | -2.4% | -4.3% | +1.8% | -0.8% |
| 30D | -4.6% | -15.1% | +10.6% | +1.4% |
| 3M | -0.3% | -21.0% | +20.7% | +8.1% |
| 6M | +14.7% | -32.0% | +46.7% | +31.6% |
| YTD | +17.8% | -15.3% | +33.2% | +23.4% |
| 1Y | +21.2% | -11.1% | +32.3% | +24.0% |
| 3Y | +62.3% | +54.0% | +8.3% | +30.9% |
| 5Y | +38.7% | +17.1% | +21.6% | +21.9% |
| All | +166.4% | +227.8% | -61.5% | +53.1% |
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