+18.5%
LHX vs BUD
+44.8%
-26.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.8% | -3.2% | -1.6% | -4.6% |
| 30D | -12.7% | -3.7% | -9.1% | -12.5% |
| 3M | -17.6% | -4.4% | -13.2% | -17.4% |
| 6M | -30.7% | +7.7% | -38.5% | -31.3% |
| YTD | -14.3% | +23.1% | -37.4% | -15.9% |
| 1Y | -8.4% | +33.6% | -42.0% | -10.6% |
| 3Y | +56.7% | +44.7% | +12.0% | +51.9% |
| 5Y | +18.5% | +44.9% | -26.5% | +12.4% |
| All | +18.5% | +44.8% | -26.3% | +12.4% |
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