+54.0%
LHX vs FANG
+45.3%
+8.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | +2.9% | -7.1% | -4.6% |
| 30D | -15.1% | +2.6% | -17.8% | -15.5% |
| 3M | -21.0% | +7.6% | -28.5% | -21.9% |
| 6M | -32.0% | +17.3% | -49.3% | -34.2% |
| YTD | -15.3% | +38.7% | -54.0% | -20.8% |
| 1Y | -11.1% | +51.6% | -62.7% | -18.3% |
| 3Y | +54.0% | +50.0% | +4.1% | +30.0% |
| All | +54.0% | +45.3% | +8.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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