+21.8%
LHX vs FRSH
-72.5%
+94.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -4.3% | -6.6% | +2.3% | -4.0% |
| 30D | -15.1% | +2.1% | -17.2% | -15.2% |
| 3M | -21.0% | +29.0% | -49.9% | -21.8% |
| 6M | -32.0% | +48.6% | -80.6% | -33.2% |
| YTD | -15.3% | -2.9% | -12.4% | -15.5% |
| 1Y | -11.1% | -7.9% | -3.2% | -11.1% |
| 3Y | +54.0% | -46.5% | +100.5% | +56.1% |
| All | +21.8% | -72.5% | +94.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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