+66.9%
IYR vs LHX
+227.8%
-160.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -1.4% | -4.3% | +2.9% | +0.1% |
| 30D | -2.7% | -15.1% | +12.5% | +3.0% |
| 3M | -2.1% | -21.0% | +18.8% | +5.7% |
| 6M | +3.6% | -32.0% | +35.6% | +17.9% |
| YTD | +8.1% | -15.3% | +23.5% | +12.9% |
| 1Y | +4.7% | -11.1% | +15.8% | +6.9% |
| 3Y | +29.1% | +54.0% | -24.9% | +5.1% |
| 5Y | +6.9% | +17.1% | -10.2% | -5.4% |
| All | +66.9% | +227.8% | -160.9% | +18.5% |
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