+1,172.2%
LHX vs BUD
+201.1%
+971.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.0% | +0.3% | -2.2% | -2.1% |
| 30D | -9.9% | -5.7% | -4.3% | -8.3% |
| 3M | -16.5% | +3.1% | -19.6% | -17.6% |
| 6M | -29.6% | +7.9% | -37.5% | -31.8% |
| YTD | -11.6% | +27.3% | -38.9% | -18.9% |
| 1Y | -4.1% | +37.8% | -41.9% | -14.5% |
| 3Y | +53.3% | +49.8% | +3.4% | +30.1% |
| 5Y | +22.3% | +43.8% | -21.6% | +1.7% |
| 10Y | +231.9% | -22.6% | +254.5% | +233.9% |
| All | +1,172.2% | +201.1% | +971.1% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling