-7.1%
LHX vs AS
+8.1%
-15.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.2% |
| 7D | -2.7% | +5.8% | -8.5% | -3.1% |
| 30D | +14.5% | +15.4% | -0.8% | +13.1% |
| 3M | -4.9% | -11.9% | +7.0% | -4.1% |
| 6M | -8.6% | -9.9% | +1.3% | -8.2% |
| YTD | -6.4% | -13.1% | +6.7% | -6.1% |
| All | -7.1% | +8.1% | -15.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling