-9.3%
LHX vs ALL
+42.7%
-52.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.3% | -7.1% |
| 7D | -0.3% | +7.5% | -7.9% | -2.0% |
| 30D | +9.7% | +19.7% | -10.1% | +5.6% |
| 3M | -8.5% | +2.9% | -11.4% | -9.5% |
| 6M | -15.1% | +23.5% | -38.6% | -16.8% |
| YTD | -10.4% | +31.1% | -41.6% | -11.7% |
| 1Y | -9.3% | +40.5% | -49.8% | -12.1% |
| All | -9.3% | +42.7% | -52.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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