+222.0%
LHX vs BND
+15.0%
+207.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -1.0% | -3.2% | -3.8% |
| 30D | -15.1% | -1.1% | -14.0% | -14.7% |
| 3M | -21.0% | -1.9% | -19.1% | -20.3% |
| 6M | -32.0% | -1.6% | -30.4% | -31.5% |
| YTD | -15.3% | -1.2% | -14.1% | -14.8% |
| 1Y | -11.1% | -0.7% | -10.3% | -10.7% |
| 3Y | +54.0% | +12.5% | +41.5% | +46.2% |
| 5Y | +17.1% | -2.5% | +19.7% | +17.2% |
| All | +222.0% | +15.0% | +207.1% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling