-11.1%
LHX vs BNY
+59.3%
-70.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -1.3% | -2.9% | -4.0% |
| 30D | -15.1% | -0.2% | -15.0% | -15.1% |
| 3M | -21.0% | +14.9% | -35.9% | -23.8% |
| 6M | -32.0% | +40.0% | -72.0% | -37.3% |
| YTD | -15.3% | +42.0% | -57.3% | -23.1% |
| 1Y | -11.1% | +56.9% | -67.9% | -20.4% |
| All | -11.1% | +59.3% | -70.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling