+717.3%
LHX vs BIL
+30.4%
+686.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.2% |
| 30D | -10.4% | +0.3% | -10.6% | -9.5% |
| 3M | -14.9% | +0.9% | -15.8% | -12.3% |
| 6M | -29.6% | +1.8% | -31.4% | -25.3% |
| YTD | -11.8% | +2.5% | -14.3% | -4.4% |
| 1Y | -5.1% | +3.7% | -8.8% | +7.0% |
| 3Y | +61.3% | +14.1% | +47.2% | +151.3% |
| 5Y | +22.4% | +19.4% | +3.0% | +122.7% |
| 10Y | +232.2% | +25.3% | +207.0% | +615.1% |
| All | +717.3% | +30.4% | +686.9% | +1,665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling