+19.2%
LHX vs FIVE
+35.6%
-16.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.9% |
| 7D | -3.7% | +1.7% | -5.4% | -3.8% |
| 30D | -13.2% | +5.0% | -18.2% | -13.4% |
| 3M | -18.4% | +29.5% | -47.9% | -19.7% |
| 6M | -32.0% | +12.4% | -44.4% | -32.6% |
| YTD | -13.6% | +31.2% | -44.8% | -15.3% |
| 1Y | -6.0% | +72.9% | -78.8% | -9.4% |
| 3Y | +57.9% | +53.0% | +4.9% | +52.8% |
| 5Y | +19.2% | +34.2% | -14.9% | +15.8% |
| All | +19.2% | +35.6% | -16.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling