+30.6%
LHX vs AS
+134.9%
-104.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -6.4% | +6.9% | -13.3% | -6.6% |
| 30D | +11.2% | +16.0% | -4.8% | +10.6% |
| 3M | -9.8% | -12.8% | +3.0% | -9.4% |
| 6M | -13.2% | -15.4% | +2.1% | -12.8% |
| YTD | -10.4% | -15.7% | +5.4% | -10.1% |
| 1Y | -7.3% | +6.1% | -13.4% | -7.6% |
| All | +30.6% | +134.9% | -104.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling