+36.0%
LHX vs ALL
+161.6%
-125.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | +5.0% | -0.2% | +3.4% |
| 30D | +14.7% | +13.3% | +1.3% | +10.8% |
| 3M | -5.1% | +3.2% | -8.3% | -6.1% |
| 6M | -9.9% | +25.3% | -35.2% | -15.3% |
| YTD | -6.1% | +30.5% | -36.5% | -12.8% |
| 1Y | -4.0% | +29.2% | -33.2% | -10.7% |
| 3Y | +56.9% | +119.1% | -62.2% | +24.8% |
| All | +36.0% | +161.6% | -125.6% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling