+770.4%
LHX vs BIL
+31.3%
+739.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | +4.8% | +0.1% | +4.7% | +5.1% |
| 30D | +14.7% | +0.3% | +14.3% | +16.0% |
| 3M | -5.1% | +1.0% | -6.1% | -2.0% |
| 6M | -9.9% | +1.9% | -11.8% | -4.1% |
| YTD | -6.1% | +3.2% | -9.3% | +4.2% |
| 1Y | -4.0% | +3.7% | -7.7% | +8.4% |
| 3Y | +56.9% | +13.8% | +43.1% | +142.5% |
| 5Y | +36.6% | +20.3% | +16.3% | +154.6% |
| 10Y | +217.5% | +26.2% | +191.3% | +601.0% |
| All | +770.4% | +31.3% | +739.1% | +1,825.9% |
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