+222.0%
LHX vs BAX
-38.1%
+260.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -4.3% | -7.9% | +3.6% | -2.5% |
| 30D | -15.1% | -11.7% | -3.5% | -12.8% |
| 3M | -21.0% | +16.2% | -37.2% | -24.4% |
| 6M | -32.0% | +32.0% | -64.0% | -37.1% |
| YTD | -15.3% | +24.7% | -40.0% | -21.4% |
| 1Y | -11.1% | -2.6% | -8.4% | -12.6% |
| 3Y | +54.0% | -35.0% | +89.0% | +64.2% |
| 5Y | +17.1% | -67.6% | +84.7% | +58.6% |
| All | +222.0% | -38.1% | +260.2% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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