+21.1%
LHX vs BTDR
+15.3%
+5.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -4.8% | -3.2% | -1.6% | -4.8% |
| 30D | -12.7% | +32.7% | -45.4% | -12.9% |
| 3M | -17.6% | -28.4% | +10.7% | -17.4% |
| 6M | -30.7% | +51.7% | -82.4% | -31.2% |
| YTD | -14.3% | +2.9% | -17.2% | -14.6% |
| 1Y | -8.4% | -15.5% | +7.1% | -8.8% |
| 3Y | +56.7% | 0.0% | +56.7% | +53.0% |
| 5Y | +18.5% | +16.5% | +2.0% | +16.7% |
| All | +21.1% | +15.3% | +5.8% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling