-4.1%
LHX vs BR
-29.1%
+25.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.1% |
| 7D | -2.0% | -5.3% | +3.3% | -0.9% |
| 30D | -9.9% | +6.4% | -16.4% | -11.2% |
| 3M | -16.5% | +13.6% | -30.1% | -18.7% |
| 6M | -29.6% | -6.7% | -22.9% | -28.9% |
| YTD | -11.6% | -21.1% | +9.5% | -4.7% |
| 1Y | -4.1% | -29.6% | +25.5% | +10.2% |
| All | -4.1% | -29.1% | +25.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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