+222.0%
LHX vs BAH
+207.9%
+14.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.3% | +4.3% | -8.5% | -5.8% |
| 30D | -15.1% | -2.5% | -12.7% | -14.5% |
| 3M | -21.0% | -0.9% | -20.0% | -21.1% |
| 6M | -32.0% | +1.5% | -33.5% | -33.2% |
| YTD | -15.3% | -8.0% | -7.4% | -14.8% |
| 1Y | -11.1% | -24.7% | +13.7% | -3.9% |
| 3Y | +54.0% | -28.4% | +82.4% | +61.3% |
| 5Y | +17.1% | +2.8% | +14.3% | +2.0% |
| All | +222.0% | +207.9% | +14.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling