+222.0%
LHX vs BR
+189.7%
+32.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.3% | -3.0% | -1.3% | -3.2% |
| 30D | -15.1% | -0.3% | -14.8% | -15.2% |
| 3M | -21.0% | +17.3% | -38.3% | -25.7% |
| 6M | -32.0% | -6.7% | -25.3% | -30.8% |
| YTD | -15.3% | -23.4% | +8.1% | -7.7% |
| 1Y | -11.1% | -32.7% | +21.6% | +1.7% |
| 3Y | +54.0% | -5.9% | +59.9% | +53.3% |
| 5Y | +17.1% | +8.4% | +8.7% | +8.0% |
| All | +222.0% | +189.7% | +32.4% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling