-14.8%
KMB vs LHX
-4.7%
-10.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.5% |
| 7D | -4.2% | -2.4% | -1.8% | -3.9% |
| 30D | -6.6% | -10.4% | +3.8% | -5.5% |
| 3M | +12.6% | -16.9% | +29.5% | +14.5% |
| 6M | +2.9% | -29.9% | +32.8% | +5.5% |
| YTD | +6.8% | -12.0% | +18.8% | +9.9% |
| 1Y | -14.8% | -4.5% | -10.2% | -12.8% |
| All | -14.8% | -4.7% | -10.1% | -12.8% |
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