+7,700.9%
LHX vs BP
+1,327.5%
+6,373.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.0% | +3.9% | -5.9% | -3.2% |
| 30D | -9.9% | +7.6% | -17.6% | -12.1% |
| 3M | -16.5% | +0.7% | -17.2% | -17.2% |
| 6M | -29.6% | +15.5% | -45.1% | -33.5% |
| YTD | -11.6% | +30.8% | -42.4% | -19.9% |
| 1Y | -4.1% | +34.3% | -38.4% | -14.1% |
| 3Y | +53.3% | +35.1% | +18.2% | +34.2% |
| 5Y | +22.3% | +126.8% | -104.6% | -12.9% |
| 10Y | +231.9% | +123.4% | +108.5% | +120.3% |
| All | +7,700.9% | +1,327.5% | +6,373.4% | +3,000.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling