+688.3%
LHX vs BR
+1,282.8%
-594.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -4.8% | -6.0% | +1.2% | -2.3% |
| 30D | -12.7% | -0.9% | -11.9% | -12.6% |
| 3M | -17.6% | +16.4% | -34.0% | -23.3% |
| 6M | -30.7% | -8.2% | -22.5% | -28.9% |
| YTD | -14.3% | -23.2% | +8.9% | -5.4% |
| 1Y | -8.4% | -30.9% | +22.5% | +5.9% |
| 3Y | +56.7% | -5.0% | +61.7% | +54.9% |
| 5Y | +18.5% | +8.8% | +9.7% | +7.0% |
| 10Y | +229.6% | +190.1% | +39.5% | +78.2% |
| All | +688.3% | +1,282.8% | -594.6% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling