+7,369.1%
LHX vs BRO
+25,535.4%
-18,166.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -7.3% | +3.1% | -2.8% |
| 30D | -15.1% | -6.9% | -8.3% | -14.0% |
| 3M | -21.0% | +10.7% | -31.6% | -22.7% |
| 6M | -32.0% | -2.7% | -29.3% | -31.9% |
| YTD | -15.3% | -16.3% | +1.0% | -12.8% |
| 1Y | -11.1% | -29.1% | +18.0% | -5.5% |
| 3Y | +54.0% | -7.8% | +61.8% | +54.6% |
| 5Y | +17.1% | +18.7% | -1.6% | +10.9% |
| 10Y | +225.8% | +291.9% | -66.1% | +150.9% |
| All | +7,369.1% | +25,535.4% | -18,166.4% | +4,767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling