+18.7%
LHX vs AZO
+85.8%
-67.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -4.3% | -3.6% | -0.7% | -3.5% |
| 30D | -15.1% | -5.6% | -9.6% | -14.1% |
| 3M | -21.0% | -6.6% | -14.3% | -19.9% |
| 6M | -32.0% | -22.5% | -9.5% | -28.5% |
| YTD | -15.3% | -15.2% | -0.1% | -12.8% |
| 1Y | -11.1% | -33.9% | +22.9% | -3.5% |
| 3Y | +54.0% | +11.8% | +42.2% | +47.7% |
| All | +18.7% | +85.8% | -67.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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