+225.8%
LHX vs AR
+44.6%
+181.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -12.7% | +3.5% | -16.3% | -13.0% |
| 3M | -17.6% | +9.9% | -27.5% | -18.2% |
| 6M | -30.7% | +4.5% | -35.3% | -31.1% |
| YTD | -14.3% | +13.7% | -28.0% | -15.4% |
| 1Y | -8.4% | +19.2% | -27.6% | -10.0% |
| 3Y | +56.7% | +46.2% | +10.5% | +50.1% |
| 5Y | +18.5% | +145.9% | -127.4% | +8.8% |
| All | +225.8% | +44.6% | +181.2% | +194.5% |
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