+52.3%
LHX vs AR
+34.1%
+18.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -6.4% | -14.3% | +7.9% | -5.5% |
| 30D | +11.2% | +1.4% | +9.8% | +11.2% |
| 3M | -9.8% | +3.4% | -13.2% | -10.0% |
| 6M | -13.2% | -2.1% | -11.2% | -13.2% |
| YTD | -10.4% | +4.7% | -15.1% | -11.1% |
| 1Y | -7.3% | +10.6% | -17.9% | -8.5% |
| All | +52.3% | +34.1% | +18.2% | +45.4% |
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 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