-9.3%
LHX vs BDX
+54.0%
-63.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.6% | -12.0% | -7.4% |
| 7D | -0.3% | +7.2% | -7.5% | -1.7% |
| 30D | +9.7% | +15.8% | -6.1% | +6.4% |
| 3M | -8.5% | +23.7% | -32.2% | -12.7% |
| 6M | -15.1% | +44.8% | -59.9% | -21.7% |
| YTD | -10.4% | +39.8% | -50.2% | -18.8% |
| 1Y | -9.3% | +52.3% | -61.6% | -20.5% |
| All | -9.3% | +54.0% | -63.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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