+7,679.3%
LHX vs AA
+309.2%
+7,370.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -2.5% | +1.7% | -4.2% | -2.9% |
| 30D | -10.4% | +3.3% | -13.7% | -11.3% |
| 3M | -14.9% | -29.4% | +14.5% | -9.2% |
| 6M | -29.6% | -12.8% | -16.8% | -28.9% |
| YTD | -11.8% | -2.1% | -9.7% | -13.6% |
| 1Y | -5.1% | +62.8% | -67.8% | -17.6% |
| 3Y | +61.3% | +90.5% | -29.2% | +26.6% |
| 5Y | +22.4% | +19.1% | +3.3% | -1.7% |
| 10Y | +232.2% | +124.8% | +107.5% | +88.1% |
| All | +7,679.3% | +309.2% | +7,370.2% | +2,828.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling