-8.0%
LHX vs ADVB
-61.6%
+53.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +42.7% | -44.4% | -2.0% |
| 7D | +5.3% | +74.2% | -68.9% | +4.9% |
| 30D | +15.8% | -35.9% | +51.7% | +16.4% |
| 3M | -6.1% | -56.4% | +50.4% | -5.1% |
| 6M | -11.4% | -36.7% | +25.3% | -10.2% |
| YTD | -6.3% | -43.3% | +37.1% | -4.1% |
| 1Y | -8.0% | -63.4% | +55.4% | -6.5% |
| All | -8.0% | -61.6% | +53.6% | -6.5% |
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