+211.9%
LHX vs FIVE
+505.3%
-293.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +5.3% | +2.4% | +2.9% | +5.0% |
| 30D | +15.8% | +15.8% | 0.0% | +13.6% |
| 3M | -6.1% | +3.8% | -9.8% | -6.7% |
| 6M | -11.4% | +18.5% | -29.9% | -13.9% |
| YTD | -6.3% | +31.2% | -37.5% | -10.5% |
| 1Y | -8.0% | +61.8% | -69.8% | -14.6% |
| 3Y | +58.1% | +39.9% | +18.2% | +45.6% |
| 5Y | +36.3% | +18.3% | +18.0% | +26.2% |
| All | +211.9% | +505.3% | -293.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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