+222.0%
LHX vs AA
+122.9%
+99.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -3.4% | -0.8% | -3.9% |
| 30D | -15.1% | -5.8% | -9.4% | -14.6% |
| 3M | -21.0% | -29.9% | +8.9% | -17.7% |
| 6M | -32.0% | -27.0% | -5.0% | -29.9% |
| YTD | -15.3% | -8.7% | -6.6% | -15.5% |
| 1Y | -11.1% | +50.6% | -61.7% | -17.2% |
| 3Y | +54.0% | +74.1% | -20.1% | +35.2% |
| 5Y | +17.1% | +2.6% | +14.5% | +5.7% |
| All | +222.0% | +122.9% | +99.2% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling