+222.0%
LHX vs FIVE
+491.7%
-269.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -4.3% | -3.0% | -1.2% | -3.9% |
| 30D | -15.1% | +2.7% | -17.9% | -15.5% |
| 3M | -21.0% | +21.1% | -42.1% | -23.2% |
| 6M | -32.0% | +11.9% | -43.9% | -33.5% |
| YTD | -15.3% | +29.9% | -45.2% | -18.9% |
| 1Y | -11.1% | +67.8% | -78.9% | -18.0% |
| 3Y | +54.0% | +52.8% | +1.2% | +39.4% |
| 5Y | +17.1% | +31.3% | -14.2% | +5.8% |
| All | +222.0% | +491.7% | -269.6% | +120.8% |
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