-11.1%
LHX vs BRO
-27.7%
+16.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -7.3% | +3.1% | -2.9% |
| 30D | -15.1% | -6.9% | -8.3% | -14.1% |
| 3M | -21.0% | +10.7% | -31.6% | -22.2% |
| 6M | -32.0% | -2.7% | -29.3% | -32.0% |
| YTD | -15.3% | -16.3% | +1.0% | -13.8% |
| 1Y | -11.1% | -29.1% | +18.0% | -6.7% |
| All | -11.1% | -27.7% | +16.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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