+54.0%
LHX vs BR
-5.3%
+59.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -3.0% | -1.3% | -3.5% |
| 30D | -15.1% | -0.3% | -14.8% | -15.2% |
| 3M | -21.0% | +17.3% | -38.3% | -24.6% |
| 6M | -32.0% | -6.7% | -25.3% | -30.9% |
| YTD | -15.3% | -23.4% | +8.1% | -8.5% |
| 1Y | -11.1% | -32.7% | +21.6% | +0.3% |
| 3Y | +54.0% | -5.9% | +59.9% | +52.8% |
| All | +54.0% | -5.3% | +59.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling