-9.3%
LHX vs EXEL
+92.4%
-101.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.5% |
| 7D | -0.3% | +9.8% | -10.1% | -0.4% |
| 30D | +9.7% | +23.6% | -14.0% | +9.6% |
| 3M | -8.5% | +29.9% | -38.4% | -8.5% |
| 6M | -15.1% | +64.7% | -79.8% | -15.3% |
| YTD | -10.4% | +66.0% | -76.4% | -11.5% |
| 1Y | -9.3% | +92.0% | -101.3% | -12.8% |
| All | -9.3% | +92.4% | -101.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling