-9.3%
LHX vs BBY
+33.0%
-42.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.0% | -14.4% | -6.7% |
| 7D | -0.3% | +4.5% | -4.9% | -0.4% |
| 30D | +9.7% | +16.0% | -6.3% | +9.0% |
| 3M | -8.5% | +18.6% | -27.1% | -9.1% |
| 6M | -15.1% | +80.1% | -95.2% | -18.4% |
| YTD | -10.4% | +57.4% | -67.9% | -12.1% |
| 1Y | -9.3% | +34.5% | -43.8% | -10.8% |
| All | -9.3% | +33.0% | -42.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling