+19.7%
LHX vs BTDR
+19.6%
+0.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.2% |
| 7D | -4.3% | -3.4% | -0.9% | -4.2% |
| 30D | -15.1% | +32.6% | -47.7% | -15.3% |
| 3M | -21.0% | -32.2% | +11.3% | -20.6% |
| 6M | -32.0% | +52.4% | -84.4% | -32.4% |
| YTD | -15.3% | +6.7% | -22.0% | -15.6% |
| 1Y | -11.1% | -15.2% | +4.2% | -11.4% |
| 3Y | +54.0% | +14.9% | +39.1% | +50.1% |
| 5Y | +17.1% | +20.8% | -3.7% | +15.3% |
| All | +19.7% | +19.6% | +0.1% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling