+48.9%
LHX vs BBIO
+136.7%
-87.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -3.2% | -1.0% | -4.1% |
| 30D | -15.1% | -13.6% | -1.5% | -14.7% |
| 3M | -21.0% | +7.2% | -28.2% | -21.2% |
| 6M | -32.0% | +1.5% | -33.5% | -32.1% |
| YTD | -15.3% | -5.3% | -10.0% | -15.4% |
| 1Y | -11.1% | +37.7% | -48.8% | -12.4% |
| 3Y | +54.0% | +153.9% | -99.9% | +46.6% |
| 5Y | +17.1% | +43.9% | -26.8% | +9.5% |
| All | +48.9% | +136.7% | -87.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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