+37.7%
KR vs LHX
+54.0%
-16.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | -0.2% | -4.3% | +4.1% | +0.5% |
| 30D | +5.1% | -15.1% | +20.2% | +7.6% |
| 3M | -8.2% | -21.0% | +12.8% | -4.9% |
| 6M | -18.0% | -32.0% | +14.0% | -13.6% |
| YTD | -4.8% | -15.3% | +10.6% | -3.2% |
| 1Y | -11.0% | -11.1% | 0.0% | -10.4% |
| 3Y | +37.7% | +54.0% | -16.4% | +23.8% |
| All | +37.7% | +54.0% | -16.3% | +23.8% |
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