+26.9%
KRE vs LHX
-8.3%
+35.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.7% |
| 30D | +5.3% | +9.7% | -4.3% | +3.8% |
| 3M | -4.2% | -8.5% | +4.3% | -3.5% |
| 6M | +8.7% | -15.1% | +23.8% | +10.5% |
| YTD | +16.4% | -10.4% | +26.8% | +15.6% |
| 1Y | +26.9% | -9.3% | +36.2% | +25.0% |
| All | +26.9% | -8.3% | +35.1% | +25.0% |
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