-11.1%
LHX vs FDS
-27.2%
+16.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -4.3% | -14.0% | +9.7% | -3.3% |
| 30D | -15.1% | -6.2% | -8.9% | -14.8% |
| 3M | -21.0% | +10.2% | -31.1% | -21.1% |
| 6M | -32.0% | +27.4% | -59.4% | -32.4% |
| YTD | -15.3% | -9.3% | -6.1% | -15.5% |
| 1Y | -11.1% | -28.6% | +17.6% | -12.1% |
| All | -11.1% | -27.2% | +16.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling