+19.4%
LHX vs FDS
-23.7%
+43.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | -3.7% | -8.8% | +5.1% | -2.2% |
| 30D | -13.2% | -1.4% | -11.8% | -13.0% |
| 3M | -18.4% | +13.9% | -32.2% | -20.5% |
| 6M | -32.0% | +27.4% | -59.3% | -35.4% |
| YTD | -13.6% | -2.5% | -11.2% | -13.5% |
| 1Y | -6.0% | -23.8% | +17.8% | +0.1% |
| 3Y | +57.9% | -32.5% | +90.4% | +71.9% |
| All | +19.4% | -23.7% | +43.1% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling