+55.8%
LHX vs BAX
-34.3%
+90.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -4.8% | -5.4% | +0.6% | -4.5% |
| 30D | -12.7% | -12.4% | -0.4% | -12.0% |
| 3M | -17.6% | +19.1% | -36.7% | -19.0% |
| 6M | -30.7% | +38.6% | -69.3% | -32.9% |
| YTD | -14.3% | +26.7% | -41.1% | -16.8% |
| 1Y | -8.4% | +1.0% | -9.4% | -9.2% |
| All | +55.8% | -34.3% | +90.1% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling