+212.5%
LHX vs ALL
+377.9%
-165.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | +5.0% | -0.2% | +2.8% |
| 30D | +14.7% | +13.3% | +1.3% | +9.2% |
| 3M | -5.1% | +3.2% | -8.3% | -6.5% |
| 6M | -9.9% | +25.3% | -35.2% | -17.8% |
| YTD | -6.1% | +30.5% | -36.5% | -16.1% |
| 1Y | -4.0% | +29.2% | -33.2% | -13.9% |
| 3Y | +56.9% | +119.1% | -62.2% | +10.7% |
| 5Y | +36.6% | +162.6% | -126.0% | -14.4% |
| All | +212.5% | +377.9% | -165.4% | +57.1% |
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 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