+23.4%
LHX vs ADVB
-88.8%
+112.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.2% |
| 7D | -2.5% | -14.0% | +11.5% | -2.3% |
| 30D | -10.4% | +41.0% | -51.3% | -10.9% |
| 3M | -14.9% | +127.9% | -142.9% | -15.8% |
| 6M | -29.6% | +101.3% | -131.0% | -30.5% |
| YTD | -11.8% | +53.8% | -65.6% | -12.5% |
| 1Y | -5.1% | +4.4% | -9.5% | -5.4% |
| All | +23.4% | -88.8% | +112.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling