+18.7%
LHX vs AUR
-35.1%
+53.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -4.3% | +1.4% | -5.7% | -4.3% |
| 30D | -15.1% | -6.4% | -8.7% | -15.0% |
| 3M | -21.0% | +7.7% | -28.7% | -21.2% |
| 6M | -32.0% | +44.5% | -76.5% | -33.0% |
| YTD | -15.3% | +67.4% | -82.8% | -16.9% |
| 1Y | -11.1% | +15.4% | -26.5% | -12.0% |
| 3Y | +54.0% | +94.8% | -40.8% | +47.0% |
| All | +18.7% | -35.1% | +53.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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