+222.0%
LHX vs FDS
+64.8%
+157.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -4.3% | -14.0% | +9.7% | -0.2% |
| 30D | -15.1% | -6.2% | -8.9% | -13.8% |
| 3M | -21.0% | +10.2% | -31.1% | -23.7% |
| 6M | -32.0% | +27.4% | -59.4% | -37.9% |
| YTD | -15.3% | -9.3% | -6.1% | -14.6% |
| 1Y | -11.1% | -28.6% | +17.6% | -3.4% |
| 3Y | +54.0% | -36.8% | +90.8% | +72.1% |
| 5Y | +17.1% | -28.6% | +45.7% | +22.6% |
| All | +222.0% | +64.8% | +157.2% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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