-13.0%
KMB vs LHX
+55.8%
-68.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -7.7% | -4.8% | -2.9% | -7.0% |
| 30D | -8.2% | -12.7% | +4.5% | -6.3% |
| 3M | -1.9% | -17.6% | +15.7% | +0.9% |
| 6M | -0.7% | -30.7% | +30.1% | +4.7% |
| YTD | +1.4% | -14.3% | +15.7% | +3.4% |
| 1Y | -19.1% | -8.4% | -10.7% | -18.7% |
| All | -13.0% | +55.8% | -68.7% | -19.8% |
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 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