+61.1%
LHX vs FN
+166.1%
-105.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | -9.9% | -22.0% | +12.0% | -9.6% |
| 3M | -16.5% | -43.0% | +26.5% | -15.6% |
| 6M | -29.6% | -27.7% | -1.8% | -29.6% |
| YTD | -11.6% | -10.5% | -1.0% | -12.7% |
| 1Y | -4.1% | +12.5% | -16.6% | -6.0% |
| All | +61.1% | +166.1% | -105.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 3y: compounded portfolio wealth divided by compounded FN 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…
3y analysis · Full analysis span regression · 6 months rolling