+54.0%
LHX vs BTDR
+4.4%
+49.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.2% |
| 3M | -21.0% | -32.2% | +11.3% | -20.6% |
| 6M | -32.0% | +52.4% | -84.4% | -32.3% |
| YTD | -15.3% | +6.7% | -22.0% | -15.5% |
| 1Y | -11.1% | -15.2% | +4.2% | -11.4% |
| 3Y | +54.0% | +14.9% | +39.1% | +47.8% |
| All | +54.0% | +4.4% | +49.7% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling