+152.5%
JPM vs LHX
+16.3%
+136.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.7% | -4.3% | +3.6% | +0.3% |
| 30D | -2.5% | -15.1% | +12.7% | +1.4% |
| 3M | +14.1% | -21.0% | +35.1% | +20.4% |
| 6M | +25.1% | -32.0% | +57.1% | +36.7% |
| YTD | +12.1% | -15.3% | +27.5% | +15.7% |
| 1Y | +18.8% | -11.1% | +29.9% | +20.9% |
| 3Y | +163.4% | +54.0% | +109.4% | +135.0% |
| All | +152.5% | +16.3% | +136.3% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling