+59.1%
LHX vs FN
+112.9%
-53.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.9% | -7.4% | +4.2% |
| 7D | -2.7% | +16.3% | -19.0% | -2.9% |
| 30D | +14.5% | -24.7% | +39.3% | +15.0% |
| 3M | -4.9% | -34.9% | +30.1% | -4.4% |
| 6M | -8.6% | -41.1% | +32.5% | -8.1% |
| YTD | -6.4% | -19.6% | +13.2% | -7.6% |
| 1Y | -5.1% | -18.5% | +13.5% | -6.4% |
| 3Y | +59.1% | +119.1% | -60.1% | +41.7% |
| All | +59.1% | +112.9% | -53.8% | +41.7% |
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