+18.5%
LHX vs A
-16.6%
+35.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -4.8% | -4.6% | -0.2% | -4.1% |
| 30D | -12.7% | -4.3% | -8.5% | -12.2% |
| 3M | -17.6% | +8.9% | -26.6% | -18.9% |
| 6M | -30.7% | +24.5% | -55.2% | -33.5% |
| YTD | -14.3% | +5.8% | -20.2% | -15.6% |
| 1Y | -8.4% | +16.2% | -24.6% | -11.3% |
| 3Y | +56.7% | +28.5% | +28.2% | +45.6% |
| 5Y | +18.5% | -16.3% | +34.8% | +19.3% |
| All | +18.5% | -16.6% | +35.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling