+26.2%
LHX vs BIYA
-99.8%
+125.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +2.7% | -5.2% | -2.5% |
| 30D | -10.4% | -18.7% | +8.3% | -10.3% |
| 3M | -14.9% | -72.0% | +57.1% | -14.8% |
| 6M | -29.6% | -86.4% | +56.8% | -29.5% |
| YTD | -11.8% | -94.2% | +82.4% | -11.7% |
| 1Y | -5.1% | -98.4% | +93.4% | -5.7% |
| All | +26.2% | -99.8% | +125.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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