+150.8%
KRE vs LHX
+909.0%
-758.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -1.4% | -4.8% | +3.4% | +1.1% |
| 30D | -3.9% | -12.7% | +8.8% | +3.0% |
| 3M | +3.6% | -17.6% | +21.3% | +13.4% |
| 6M | +15.4% | -30.7% | +46.1% | +37.9% |
| YTD | +15.2% | -14.3% | +29.6% | +22.0% |
| 1Y | +16.5% | -8.4% | +24.9% | +18.4% |
| 3Y | +85.2% | +56.7% | +28.5% | +37.9% |
| 5Y | +33.1% | +18.5% | +14.6% | +11.6% |
| 10Y | +123.1% | +229.6% | -106.5% | +1.2% |
| All | +150.8% | +909.0% | -758.1% | -41.8% |
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 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