+28.5%
LHX vs AS
+114.1%
-85.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | -0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -2.4% |
| 30D | -10.4% | -22.1% | +11.8% | -9.6% |
| 3M | -14.9% | -15.3% | +0.4% | -14.5% |
| 6M | -29.6% | -15.6% | -14.1% | -29.3% |
| YTD | -11.8% | -23.2% | +11.4% | -11.2% |
| 1Y | -5.1% | -21.7% | +16.6% | -4.5% |
| All | +28.5% | +114.1% | -85.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling