+7,455.1%
LHX vs BTI
+5,998.9%
+1,456.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -4.8% | -2.0% | -2.8% | -4.4% |
| 30D | -12.7% | -3.4% | -9.3% | -12.1% |
| 3M | -17.6% | -9.0% | -8.6% | -16.1% |
| 6M | -30.7% | -5.0% | -25.7% | -30.2% |
| YTD | -14.3% | -0.3% | -14.0% | -14.8% |
| 1Y | -8.4% | +3.1% | -11.5% | -9.6% |
| 3Y | +56.7% | +111.0% | -54.3% | +30.9% |
| 5Y | +18.5% | +117.0% | -98.6% | -2.4% |
| 10Y | +229.6% | +73.9% | +155.6% | +177.3% |
| All | +7,455.1% | +5,998.9% | +1,456.3% | +3,413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling