+212.5%
LHX vs AR
+57.4%
+155.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | +7.4% | -2.6% | +4.3% |
| 30D | +14.7% | +5.8% | +8.9% | +14.2% |
| 3M | -5.1% | +5.2% | -10.3% | -5.5% |
| 6M | -9.9% | +5.4% | -15.3% | -10.4% |
| YTD | -6.1% | +12.4% | -18.5% | -7.2% |
| 1Y | -4.0% | +12.8% | -16.8% | -5.3% |
| 3Y | +56.9% | +47.2% | +9.7% | +50.2% |
| 5Y | +36.6% | +101.1% | -64.6% | +26.9% |
| All | +212.5% | +57.4% | +155.1% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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