+683.6%
IYR vs LHX
+2,659.1%
-1,975.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.8% | -4.8% | +2.0% | -1.2% |
| 30D | -2.5% | -12.7% | +10.2% | +2.1% |
| 3M | -3.0% | -17.6% | +14.7% | +3.2% |
| 6M | +1.6% | -30.7% | +32.4% | +14.6% |
| YTD | +7.3% | -14.3% | +21.6% | +11.8% |
| 1Y | +5.6% | -8.4% | +14.0% | +7.1% |
| 3Y | +28.1% | +56.7% | -28.5% | +6.0% |
| 5Y | +6.1% | +18.5% | -12.4% | -4.8% |
| 10Y | +67.7% | +229.6% | -161.9% | +2.6% |
| All | +683.6% | +2,659.1% | -1,975.6% | +190.9% |
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