+55.8%
LHX vs BN
+69.2%
-13.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -4.8% | -5.9% | +1.1% | -3.7% |
| 30D | -12.7% | -15.1% | +2.3% | -10.1% |
| 3M | -17.6% | -14.6% | -3.1% | -15.2% |
| 6M | -30.7% | -8.4% | -22.3% | -29.7% |
| YTD | -14.3% | -16.8% | +2.5% | -11.8% |
| 1Y | -8.4% | -14.4% | +6.0% | -6.3% |
| All | +55.8% | +69.2% | -13.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling