+674.9%
LHX vs BAH
+876.9%
-202.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -2.5% | -4.3% | +1.8% | -1.0% |
| 30D | -10.4% | -4.5% | -5.9% | -9.0% |
| 3M | -14.9% | -7.6% | -7.3% | -13.0% |
| 6M | -29.6% | -10.6% | -19.0% | -27.6% |
| YTD | -11.8% | -12.6% | +0.8% | -9.6% |
| 1Y | -5.1% | -27.0% | +21.9% | +3.2% |
| 3Y | +61.3% | -31.5% | +92.8% | +72.7% |
| 5Y | +22.4% | -3.8% | +26.2% | +13.6% |
| 10Y | +232.2% | +183.9% | +48.3% | +114.1% |
| All | +674.9% | +876.9% | -202.0% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling