-11.1%
LHX vs BROS
-32.8%
+21.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -4.3% | -5.8% | +1.5% | -4.3% |
| 30D | -15.1% | -14.0% | -1.2% | -15.2% |
| 3M | -21.0% | -32.5% | +11.5% | -21.2% |
| 6M | -32.0% | -14.9% | -17.1% | -32.6% |
| YTD | -15.3% | -28.3% | +13.0% | -16.2% |
| 1Y | -11.1% | -34.0% | +22.9% | -14.2% |
| All | -11.1% | -32.8% | +21.8% | -14.2% |
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