+458.7%
LHX vs AR
-27.2%
+485.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.0% | +2.5% | -4.5% | -2.1% |
| 30D | -9.9% | +14.8% | -24.7% | -10.9% |
| 3M | -16.5% | +6.2% | -22.7% | -16.9% |
| 6M | -29.6% | +4.3% | -33.9% | -30.0% |
| YTD | -11.6% | +14.4% | -25.9% | -12.8% |
| 1Y | -4.1% | +21.3% | -25.4% | -6.0% |
| 3Y | +53.3% | +39.8% | +13.5% | +46.8% |
| 5Y | +22.3% | +142.1% | -119.8% | +11.1% |
| 10Y | +231.9% | +52.0% | +179.8% | +203.5% |
| All | +458.7% | -27.2% | +485.9% | +464.8% |
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