+18.5%
LHX vs AA
+5.3%
+13.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.4% |
| 7D | -4.8% | -5.4% | +0.6% | -4.3% |
| 30D | -12.7% | -10.7% | -2.1% | -11.9% |
| 3M | -17.6% | -26.2% | +8.5% | -15.4% |
| 6M | -30.7% | -20.9% | -9.8% | -29.6% |
| YTD | -14.3% | -8.6% | -5.7% | -14.5% |
| 1Y | -8.4% | +57.4% | -65.8% | -13.5% |
| 3Y | +56.7% | +77.8% | -21.1% | +41.2% |
| 5Y | +18.5% | +2.7% | +15.8% | +12.6% |
| All | +18.5% | +5.3% | +13.1% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling