+56.9%
LHX vs COMP
+423.6%
-366.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +14.7% | +16.6% | -1.9% | +14.0% |
| 3M | -5.1% | -23.5% | +18.4% | -4.4% |
| 6M | -9.9% | +25.7% | -35.6% | -10.8% |
| YTD | -6.1% | -3.4% | -2.7% | -6.5% |
| 1Y | -4.0% | +7.6% | -11.6% | -4.7% |
| 3Y | +56.9% | +423.6% | -366.7% | +43.3% |
| All | +56.9% | +423.6% | -366.7% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling