+55.8%
LHX vs BP
+38.8%
+16.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.8% | +5.7% | -10.5% | -5.5% |
| 30D | -12.7% | +8.1% | -20.8% | -13.7% |
| 3M | -17.6% | +8.6% | -26.2% | -18.7% |
| 6M | -30.7% | +18.1% | -48.9% | -33.0% |
| YTD | -14.3% | +37.6% | -52.0% | -19.4% |
| 1Y | -8.4% | +39.4% | -47.8% | -14.0% |
| All | +55.8% | +38.8% | +16.9% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling