+222.0%
LHX vs BP
+137.7%
+84.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | +5.2% | -9.5% | -5.4% |
| 30D | -15.1% | +8.7% | -23.8% | -16.9% |
| 3M | -21.0% | +9.3% | -30.3% | -23.0% |
| 6M | -32.0% | +13.6% | -45.6% | -34.6% |
| YTD | -15.3% | +37.7% | -53.0% | -22.6% |
| 1Y | -11.1% | +40.6% | -51.7% | -19.3% |
| 3Y | +54.0% | +40.3% | +13.7% | +37.9% |
| 5Y | +17.1% | +141.4% | -124.3% | -12.0% |
| All | +222.0% | +137.7% | +84.3% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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