+57.4%
JNJ vs LHX
-4.7%
+62.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.7% |
| 7D | +2.7% | -2.4% | +5.1% | +3.2% |
| 30D | +7.4% | -10.4% | +17.7% | +9.6% |
| 3M | +21.2% | -16.9% | +38.1% | +25.2% |
| 6M | +13.4% | -29.9% | +43.3% | +19.5% |
| YTD | +35.1% | -12.0% | +47.1% | +39.1% |
| 1Y | +57.4% | -4.5% | +62.0% | +56.3% |
| All | +57.4% | -4.7% | +62.1% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling