+222.0%
LHX vs BBY
+252.7%
-30.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.6% |
| 7D | -4.3% | +0.6% | -4.8% | -4.4% |
| 30D | -15.1% | +9.4% | -24.5% | -16.5% |
| 3M | -21.0% | +19.3% | -40.3% | -23.5% |
| 6M | -32.0% | +47.9% | -79.9% | -36.8% |
| YTD | -15.3% | +39.6% | -54.9% | -20.7% |
| 1Y | -11.1% | +22.2% | -33.2% | -15.0% |
| 3Y | +54.0% | +45.0% | +9.0% | +38.5% |
| 5Y | +17.1% | +2.6% | +14.5% | +10.0% |
| All | +222.0% | +252.7% | -30.7% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling