-13.6%
KHC vs LHX
+54.0%
-67.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -1.0% | -4.3% | +3.2% | -0.2% |
| 30D | +1.9% | -15.1% | +17.0% | +5.2% |
| 3M | +3.2% | -21.0% | +24.2% | +7.9% |
| 6M | +10.0% | -32.0% | +42.0% | +18.5% |
| YTD | +6.7% | -15.3% | +22.0% | +9.0% |
| 1Y | -0.9% | -11.1% | +10.2% | -0.5% |
| 3Y | -13.6% | +54.0% | -67.6% | -26.2% |
| All | -13.6% | +54.0% | -67.5% | -26.2% |
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