+2,612.3%
LHX vs BB
+261.2%
+2,351.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.7% | +1.8% | -5.6% | -3.9% |
| 30D | -13.2% | -12.2% | -0.9% | -12.0% |
| 3M | -18.4% | -12.3% | -6.0% | -17.9% |
| 6M | -32.0% | +122.7% | -154.7% | -39.2% |
| YTD | -13.6% | +104.5% | -118.1% | -22.1% |
| 1Y | -6.0% | +106.7% | -112.6% | -15.7% |
| 3Y | +57.9% | +70.0% | -12.0% | +38.8% |
| 5Y | +19.2% | -27.8% | +47.0% | +12.3% |
| 10Y | +232.3% | +2.4% | +229.9% | +159.4% |
| All | +2,612.3% | +261.2% | +2,351.1% | +1,361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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