-43.0%
KHC vs LHX
+313.2%
-356.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.2% | -2.5% | +0.3% | -1.5% |
| 30D | -0.1% | -10.4% | +10.3% | +3.2% |
| 3M | +8.3% | -14.9% | +23.3% | +13.4% |
| 6M | +5.0% | -29.6% | +34.6% | +16.3% |
| YTD | +8.0% | -11.8% | +19.8% | +10.8% |
| 1Y | -1.1% | -5.1% | +4.0% | -1.3% |
| 3Y | -10.7% | +61.3% | -72.0% | -26.2% |
| 5Y | -13.5% | +22.4% | -35.9% | -23.4% |
| 10Y | -55.4% | +232.2% | -287.6% | -73.4% |
| All | -43.0% | +313.2% | -356.2% | -69.3% |
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 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