+6,262.4%
LHX vs ALL
+3,667.9%
+2,594.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -9.9% | -1.5% | -8.5% | -9.6% |
| 3M | -16.5% | +23.6% | -40.1% | -21.9% |
| 6M | -29.6% | +22.3% | -51.9% | -34.0% |
| YTD | -11.6% | +26.5% | -38.1% | -18.2% |
| 1Y | -4.1% | +27.0% | -31.1% | -11.5% |
| 3Y | +53.3% | +149.6% | -96.3% | +13.5% |
| 5Y | +22.3% | +118.1% | -95.8% | -7.4% |
| 10Y | +231.9% | +369.0% | -137.1% | +98.2% |
| All | +6,262.4% | +3,667.9% | +2,594.5% | +2,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling