-9.3%
LHX vs ADVB
-76.7%
+67.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -1.9% | -6.4% |
| 7D | -0.3% | -29.5% | +29.2% | -0.1% |
| 30D | +9.7% | -66.9% | +76.5% | +10.9% |
| 3M | -8.5% | -73.7% | +65.2% | -7.3% |
| 6M | -15.1% | -64.8% | +49.7% | -13.7% |
| YTD | -10.4% | -64.0% | +53.6% | -8.1% |
| 1Y | -9.3% | -77.0% | +67.7% | -7.5% |
| All | -9.3% | -76.7% | +67.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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