+39.5%
LHX vs FIVE
+19.0%
+20.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +16.1% | +17.4% | -1.3% | +15.0% |
| 3M | -2.8% | +7.0% | -9.9% | -3.3% |
| 6M | -7.7% | +20.5% | -28.2% | -8.9% |
| YTD | -4.6% | +33.1% | -37.7% | -6.6% |
| 1Y | -6.8% | +67.1% | -73.9% | -9.9% |
| 3Y | +60.8% | +41.9% | +18.9% | +57.0% |
| 5Y | +39.5% | +21.1% | +18.5% | +38.4% |
| All | +39.5% | +19.0% | +20.5% | +38.4% |
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 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