+61.3%
LHX vs AR
+44.7%
+16.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.4% |
| 30D | -10.4% | +12.6% | -23.0% | -11.2% |
| 3M | -14.9% | +10.0% | -25.0% | -15.6% |
| 6M | -29.6% | +0.6% | -30.3% | -29.8% |
| YTD | -11.8% | +13.4% | -25.2% | -13.2% |
| 1Y | -5.1% | +21.7% | -26.8% | -7.4% |
| 3Y | +61.3% | +45.8% | +15.5% | +48.7% |
| All | +61.3% | +44.7% | +16.6% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling