+57.1%
LHX vs ALL
+151.8%
-94.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.7% | -2.2% | -1.5% | -3.2% |
| 30D | -13.2% | -5.6% | -7.6% | -12.0% |
| 3M | -18.4% | +17.2% | -35.6% | -21.3% |
| 6M | -32.0% | +23.2% | -55.2% | -35.2% |
| YTD | -13.6% | +23.6% | -37.2% | -18.0% |
| 1Y | -6.0% | +29.2% | -35.1% | -11.7% |
| All | +57.1% | +151.8% | -94.8% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling