+18.5%
LHX vs EXEL
+192.6%
-174.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.6% |
| 30D | -12.7% | +11.9% | -24.6% | -13.5% |
| 3M | -17.6% | +9.2% | -26.9% | -18.3% |
| 6M | -30.7% | +39.1% | -69.8% | -32.6% |
| YTD | -14.3% | +31.0% | -45.4% | -16.4% |
| 1Y | -8.4% | +52.3% | -60.7% | -12.0% |
| 3Y | +56.7% | +159.7% | -103.1% | +41.0% |
| 5Y | +18.5% | +187.7% | -169.3% | +1.9% |
| All | +18.5% | +192.6% | -174.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling