-11.1%
LHX vs AA
+56.9%
-67.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -3.4% | -0.8% | -4.0% |
| 30D | -15.1% | -5.8% | -9.4% | -14.7% |
| 3M | -21.0% | -29.9% | +8.9% | -18.1% |
| 6M | -32.0% | -27.0% | -5.0% | -30.3% |
| YTD | -15.3% | -8.7% | -6.6% | -15.6% |
| 1Y | -11.1% | +50.6% | -61.7% | -12.1% |
| All | -11.1% | +56.9% | -67.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling