+7,679.3%
LHX vs BN
+14,855.3%
-7,175.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.1% |
| 30D | -10.4% | -10.9% | +0.6% | -7.1% |
| 3M | -14.9% | -11.1% | -3.9% | -11.9% |
| 6M | -29.6% | -4.4% | -25.3% | -29.0% |
| YTD | -11.8% | -14.1% | +2.3% | -8.3% |
| 1Y | -5.1% | -11.1% | +6.0% | -2.6% |
| 3Y | +61.3% | +75.6% | -14.2% | +28.8% |
| 5Y | +22.4% | +35.8% | -13.4% | +3.0% |
| 10Y | +232.2% | +261.6% | -29.3% | +97.1% |
| All | +7,679.3% | +14,855.3% | -7,175.9% | +2,026.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling