-9.3%
LHX vs BUD
+38.4%
-47.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -6.7% |
| 7D | -0.3% | +3.3% | -3.7% | -0.7% |
| 30D | +9.7% | +11.8% | -2.2% | +8.1% |
| 3M | -8.5% | -1.1% | -7.4% | -8.6% |
| 6M | -15.1% | +14.9% | -30.0% | -17.8% |
| YTD | -10.4% | +32.6% | -43.0% | -15.9% |
| 1Y | -9.3% | +37.2% | -46.5% | -15.7% |
| All | -9.3% | +38.4% | -47.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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