-4.1%
LHX vs COMP
+22.2%
-26.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -2.0% | +1.4% | -3.3% | -2.0% |
| 30D | -9.9% | -13.3% | +3.4% | -9.4% |
| 3M | -16.5% | +41.1% | -57.6% | -17.8% |
| 6M | -29.6% | +17.2% | -46.8% | -30.3% |
| YTD | -11.6% | +5.2% | -16.8% | -11.2% |
| 1Y | -4.1% | +18.9% | -23.0% | -3.8% |
| All | -4.1% | +22.2% | -26.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded COMP 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling