+55.8%
LHX vs BROS
+57.4%
-1.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -4.8% | -6.1% | +1.3% | -4.7% |
| 30D | -12.7% | -12.4% | -0.4% | -12.6% |
| 3M | -17.6% | -27.9% | +10.3% | -17.5% |
| 6M | -30.7% | -16.8% | -13.9% | -30.8% |
| YTD | -14.3% | -29.0% | +14.7% | -14.3% |
| 1Y | -8.4% | -33.2% | +24.8% | -8.3% |
| All | +55.8% | +57.4% | -1.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling