+501.2%
LHX vs AR
-30.5%
+531.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.3% | +1.9% | +5.9% |
| 7D | -0.6% | -5.8% | +5.1% | -0.2% |
| 30D | +16.5% | +4.8% | +11.6% | +16.0% |
| 3M | -4.3% | +1.5% | -5.8% | -4.5% |
| 6M | -7.1% | +4.7% | -11.8% | -7.6% |
| YTD | -4.8% | +9.2% | -14.0% | -5.9% |
| 1Y | -5.5% | +11.2% | -16.7% | -6.8% |
| 3Y | +60.5% | +46.2% | +14.2% | +53.2% |
| 5Y | +36.4% | +98.1% | -61.6% | +25.8% |
| 10Y | +223.6% | +54.5% | +169.1% | +195.0% |
| All | +501.2% | -30.5% | +531.7% | +509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling