+466.2%
LHX vs AR
-33.4%
+499.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -6.4% | -14.3% | +7.9% | -5.3% |
| 30D | +11.2% | +1.4% | +9.8% | +11.1% |
| 3M | -9.8% | +3.4% | -13.2% | -10.1% |
| 6M | -13.2% | -2.1% | -11.2% | -13.3% |
| YTD | -10.4% | +4.7% | -15.1% | -11.1% |
| 1Y | -7.3% | +10.6% | -17.9% | -8.5% |
| 3Y | +51.5% | +24.6% | +26.9% | +46.3% |
| 5Y | +28.2% | +71.9% | -43.7% | +19.3% |
| 10Y | +232.4% | +46.4% | +186.1% | +204.4% |
| All | +466.2% | -33.4% | +499.5% | +475.7% |
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 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