+7,679.3%
LHX vs FITB
+2,836.2%
+4,843.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.5% | +2.8% | -5.3% | -3.0% |
| 30D | -10.4% | -4.5% | -5.8% | -9.6% |
| 3M | -14.9% | +5.7% | -20.6% | -15.9% |
| 6M | -29.6% | +17.1% | -46.7% | -31.9% |
| YTD | -11.8% | +18.3% | -30.1% | -15.0% |
| 1Y | -5.1% | +23.9% | -29.0% | -9.4% |
| 3Y | +61.3% | +131.1% | -69.8% | +35.0% |
| 5Y | +22.4% | +71.1% | -48.7% | +6.1% |
| 10Y | +232.2% | +283.9% | -51.6% | +135.7% |
| All | +7,679.3% | +2,836.2% | +4,843.1% | +2,775.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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