+36.0%
LHX vs BUD
+51.6%
-15.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.7% |
| 30D | +14.7% | +6.7% | +8.0% | +14.0% |
| 3M | -5.1% | +5.7% | -10.8% | -5.7% |
| 6M | -9.9% | +5.8% | -15.7% | -10.5% |
| YTD | -6.1% | +34.4% | -40.5% | -8.9% |
| 1Y | -4.0% | +33.3% | -37.3% | -6.8% |
| 3Y | +56.9% | +48.8% | +8.1% | +50.4% |
| All | +36.0% | +51.6% | -15.6% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling