-4.0%
LHX vs AR
+11.3%
-15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.8% | +7.4% | -2.6% | +4.7% |
| 30D | +14.7% | +5.8% | +8.9% | +14.7% |
| 3M | -5.1% | +5.2% | -10.3% | -5.1% |
| 6M | -9.9% | +5.4% | -15.3% | -9.8% |
| YTD | -6.1% | +12.4% | -18.5% | -5.7% |
| 1Y | -4.0% | +12.8% | -16.8% | -3.5% |
| All | -4.0% | +11.3% | -15.3% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling