+222.0%
LHX vs ALL
+365.1%
-143.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -4.3% | -2.3% | -2.0% | -3.4% |
| 30D | -15.1% | -0.4% | -14.7% | -15.0% |
| 3M | -21.0% | +16.0% | -37.0% | -25.5% |
| 6M | -32.0% | +24.6% | -56.6% | -37.7% |
| YTD | -15.3% | +23.7% | -39.0% | -22.6% |
| 1Y | -11.1% | +27.7% | -38.8% | -19.9% |
| 3Y | +54.0% | +150.2% | -96.2% | +2.5% |
| 5Y | +17.1% | +117.1% | -100.0% | -19.8% |
| All | +222.0% | +365.1% | -143.0% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling