+163.9%
LHX vs FND
+57.3%
+106.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -13.2% | -19.6% | +6.4% | -10.6% |
| 3M | -18.4% | -4.3% | -14.0% | -18.3% |
| 6M | -32.0% | -20.4% | -11.5% | -30.4% |
| YTD | -13.6% | -21.9% | +8.2% | -11.7% |
| 1Y | -6.0% | -45.2% | +39.2% | +0.6% |
| 3Y | +57.9% | -49.2% | +107.2% | +66.5% |
| 5Y | +19.2% | -61.8% | +81.0% | +27.3% |
| All | +163.9% | +57.3% | +106.6% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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