+9,502.8%
LHX vs AZO
+41,743.6%
-32,240.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.3% |
| YTD | -15.3% | -15.2% | -0.1% | -12.7% |
| 1Y | -11.1% | -33.9% | +22.9% | -3.2% |
| 3Y | +54.0% | +11.8% | +42.2% | +47.7% |
| 5Y | +17.1% | +85.5% | -68.4% | -1.0% |
| 10Y | +225.8% | +298.2% | -72.4% | +127.7% |
| All | +9,502.8% | +41,743.6% | -32,240.8% | +3,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling