+222.0%
LHX vs BDX
+59.3%
+162.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.4% |
| 7D | -4.3% | -3.2% | -1.1% | -3.4% |
| 30D | -15.1% | -2.5% | -12.6% | -14.6% |
| 3M | -21.0% | +21.4% | -42.4% | -25.6% |
| 6M | -32.0% | +10.4% | -42.4% | -34.2% |
| YTD | -15.3% | +18.8% | -34.2% | -20.2% |
| 1Y | -11.1% | +21.7% | -32.7% | -16.8% |
| 3Y | +54.0% | -10.0% | +64.0% | +56.1% |
| 5Y | +17.1% | -1.8% | +18.9% | +14.1% |
| All | +222.0% | +59.3% | +162.7% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling