+54.0%
LHX vs AU
+577.5%
-523.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -4.3% | -4.3% | 0.0% | -3.9% |
| 30D | -15.1% | +7.3% | -22.5% | -15.8% |
| 3M | -21.0% | +26.3% | -47.3% | -22.8% |
| 6M | -32.0% | +1.8% | -33.8% | -32.5% |
| YTD | -15.3% | +26.8% | -42.1% | -17.7% |
| 1Y | -11.1% | +66.7% | -77.7% | -15.6% |
| 3Y | +54.0% | +579.1% | -525.1% | +25.3% |
| All | +54.0% | +577.5% | -523.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling