-9.3%
LHX vs BROS
-18.6%
+9.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.5% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | +9.7% | +15.1% | -5.4% | +9.4% |
| 3M | -8.5% | -31.4% | +22.9% | -8.5% |
| 6M | -15.1% | -22.6% | +7.5% | -15.6% |
| YTD | -10.4% | -28.1% | +17.7% | -10.9% |
| 1Y | -9.3% | -20.3% | +11.0% | -10.8% |
| All | -9.3% | -18.6% | +9.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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