+7,679.3%
LHX vs BAX
+862.9%
+6,816.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | -2.5% | -2.4% | -0.1% | -2.0% |
| 30D | -10.4% | -9.7% | -0.6% | -8.2% |
| 3M | -14.9% | +29.3% | -44.2% | -20.7% |
| 6M | -29.6% | +40.7% | -70.3% | -36.0% |
| YTD | -11.8% | +30.3% | -42.1% | -19.0% |
| 1Y | -5.1% | +3.4% | -8.5% | -8.4% |
| 3Y | +61.3% | -32.0% | +93.3% | +67.8% |
| 5Y | +22.4% | -66.9% | +89.3% | +51.0% |
| 10Y | +232.2% | -37.1% | +269.3% | +246.3% |
| All | +7,679.3% | +862.9% | +6,816.5% | +3,816.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling