+21.0%
LHX vs BROS
+38.3%
-17.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.0% |
| 7D | -3.7% | -6.6% | +2.9% | -3.5% |
| 30D | -13.2% | -12.3% | -0.8% | -12.8% |
| 3M | -18.4% | -22.2% | +3.8% | -17.9% |
| 6M | -32.0% | -14.3% | -17.7% | -31.9% |
| YTD | -13.6% | -26.6% | +12.9% | -13.2% |
| 1Y | -6.0% | -31.5% | +25.5% | -5.3% |
| 3Y | +57.9% | +62.3% | -4.3% | +51.6% |
| All | +21.0% | +38.3% | -17.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling