+222.0%
LHX vs BIL
+25.3%
+196.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | +0.1% | -4.3% | -4.2% |
| 30D | -15.1% | +0.3% | -15.4% | -14.9% |
| 3M | -21.0% | +0.9% | -21.9% | -20.2% |
| 6M | -32.0% | +1.8% | -33.8% | -30.8% |
| YTD | -15.3% | +2.5% | -17.8% | -13.6% |
| 1Y | -11.1% | +3.7% | -14.8% | -8.8% |
| 3Y | +54.0% | +14.1% | +39.9% | +66.8% |
| 5Y | +17.1% | +19.5% | -2.3% | +19.3% |
| All | +222.0% | +25.3% | +196.8% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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