-9.3%
LHX vs BTDR
-69.9%
+60.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.6% | -0.8% | -6.5% |
| 7D | -0.3% | -17.6% | +17.2% | -0.6% |
| 30D | +9.7% | -40.3% | +49.9% | +8.9% |
| 3M | -8.5% | -42.6% | +34.1% | -9.0% |
| 6M | -15.1% | -46.3% | +31.2% | -15.4% |
| YTD | -10.4% | -41.7% | +31.3% | -11.2% |
| 1Y | -9.3% | -69.4% | +60.1% | -9.8% |
| All | -9.3% | -69.9% | +60.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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