-8.4%
LHX vs FIVE
+69.1%
-77.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.7% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -12.7% | +3.0% | -15.8% | -12.8% |
| 3M | -17.6% | +23.2% | -40.8% | -18.6% |
| 6M | -30.7% | +9.2% | -39.9% | -30.7% |
| YTD | -14.3% | +28.1% | -42.4% | -16.2% |
| 1Y | -8.4% | +65.3% | -73.7% | -12.4% |
| All | -8.4% | +69.1% | -77.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling