+728.2%
LHX vs FIVE
+868.1%
-139.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.3% |
| 7D | -2.0% | +4.3% | -6.2% | -2.5% |
| 30D | -9.9% | +12.5% | -22.4% | -11.4% |
| 3M | -16.5% | +31.2% | -47.7% | -19.5% |
| 6M | -29.6% | +14.4% | -44.0% | -31.3% |
| YTD | -11.6% | +33.9% | -45.5% | -15.4% |
| 1Y | -4.1% | +65.1% | -69.1% | -10.9% |
| 3Y | +53.3% | +49.0% | +4.3% | +39.9% |
| 5Y | +22.3% | +30.3% | -8.0% | +11.0% |
| 10Y | +231.9% | +481.1% | -249.2% | +134.0% |
| All | +728.2% | +868.1% | -139.9% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling