+18.5%
LHX vs BIL
+19.4%
-1.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.6% |
| 30D | -12.7% | +0.3% | -13.0% | -11.7% |
| 3M | -17.6% | +0.9% | -18.5% | -14.4% |
| 6M | -30.7% | +1.8% | -32.5% | -25.4% |
| YTD | -14.3% | +2.5% | -16.8% | -5.6% |
| 1Y | -8.4% | +3.7% | -12.1% | +5.2% |
| 3Y | +56.7% | +14.1% | +42.6% | +180.1% |
| 5Y | +18.5% | +19.4% | -1.0% | +184.3% |
| All | +18.5% | +19.4% | -1.0% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling