+61.7%
IWM vs LHX
+55.8%
+5.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.5% | -4.8% | +2.3% | -1.4% |
| 30D | -4.4% | -12.7% | +8.3% | -1.2% |
| 3M | +2.2% | -17.6% | +19.9% | +6.8% |
| 6M | +14.0% | -30.7% | +44.8% | +25.6% |
| YTD | +17.4% | -14.3% | +31.7% | +20.2% |
| 1Y | +22.9% | -8.4% | +31.3% | +22.8% |
| All | +61.7% | +55.8% | +5.9% | +36.3% |
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