+2,987.8%
LHX vs EXEL
+264.7%
+2,723.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | -10.4% | +6.7% | -17.0% | -11.1% |
| 3M | -14.9% | +11.5% | -26.4% | -16.2% |
| 6M | -29.6% | +38.8% | -68.4% | -32.6% |
| YTD | -11.8% | +31.6% | -43.4% | -15.1% |
| 1Y | -5.1% | +53.0% | -58.1% | -10.6% |
| 3Y | +61.3% | +160.8% | -99.5% | +40.3% |
| 5Y | +22.4% | +190.1% | -167.7% | +3.8% |
| 10Y | +232.2% | +367.0% | -134.7% | +147.5% |
| All | +2,987.8% | +264.7% | +2,723.0% | +1,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling