+2,603.7%
LHX vs AU
+751.1%
+1,852.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -4.8% | -7.0% | +2.2% | -4.2% |
| 30D | -12.7% | +7.3% | -20.0% | -13.4% |
| 3M | -17.6% | +33.2% | -50.9% | -19.9% |
| 6M | -30.7% | -0.6% | -30.1% | -31.2% |
| YTD | -14.3% | +26.2% | -40.5% | -16.9% |
| 1Y | -8.4% | +68.3% | -76.7% | -13.4% |
| 3Y | +56.7% | +592.1% | -535.5% | +29.7% |
| 5Y | +18.5% | +685.3% | -666.8% | -4.4% |
| 10Y | +229.6% | +682.5% | -453.0% | +150.4% |
| All | +2,603.7% | +751.1% | +1,852.6% | +1,922.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling