-9.3%
LHX vs BTI
+24.7%
-34.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.4% | -9.9% | -7.1% |
| 7D | -0.3% | +5.3% | -5.6% | -1.4% |
| 30D | +9.7% | +19.1% | -9.4% | +6.1% |
| 3M | -8.5% | +6.5% | -15.0% | -9.8% |
| 6M | -15.1% | +9.4% | -24.5% | -17.1% |
| YTD | -10.4% | +14.4% | -24.8% | -15.0% |
| 1Y | -9.3% | +23.9% | -33.2% | -17.4% |
| All | -9.3% | +24.7% | -34.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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