+222.0%
LHX vs EXEL
+375.2%
-153.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.9% |
| 7D | -4.3% | -4.9% | +0.6% | -3.8% |
| 30D | -15.1% | +11.4% | -26.5% | -16.1% |
| 3M | -21.0% | +4.9% | -25.9% | -21.5% |
| 6M | -32.0% | +34.4% | -66.4% | -34.2% |
| YTD | -15.3% | +28.0% | -43.4% | -17.8% |
| 1Y | -11.1% | +43.6% | -54.7% | -14.8% |
| 3Y | +54.0% | +155.2% | -101.2% | +36.8% |
| 5Y | +17.1% | +181.2% | -164.0% | +1.7% |
| All | +222.0% | +375.2% | -153.2% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling