+3,511.3%
LHX vs FDS
+9,090.7%
-5,579.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.9% |
| 7D | -2.5% | -5.4% | +2.9% | -1.0% |
| 30D | -10.4% | +1.6% | -11.9% | -10.9% |
| 3M | -14.9% | +17.7% | -32.7% | -19.4% |
| 6M | -29.6% | +29.1% | -58.7% | -35.7% |
| YTD | -11.8% | +1.0% | -12.8% | -14.3% |
| 1Y | -5.1% | -21.6% | +16.5% | -1.6% |
| 3Y | +61.3% | -30.1% | +91.4% | +71.2% |
| 5Y | +22.4% | -20.7% | +43.1% | +23.7% |
| 10Y | +232.2% | +78.3% | +153.9% | +159.4% |
| All | +3,511.3% | +9,090.7% | -5,579.4% | +1,075.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling