+222.0%
LHX vs FTI
+305.3%
-83.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.3% | -4.4% | +0.1% | -3.6% |
| 30D | -15.1% | +1.5% | -16.6% | -15.4% |
| 3M | -21.0% | +8.2% | -29.2% | -22.1% |
| 6M | -32.0% | +18.8% | -50.8% | -34.1% |
| YTD | -15.3% | +71.7% | -87.0% | -22.8% |
| 1Y | -11.1% | +90.0% | -101.1% | -20.3% |
| 3Y | +54.0% | +270.5% | -216.5% | +21.4% |
| 5Y | +17.1% | +1,084.5% | -1,067.4% | -25.7% |
| All | +222.0% | +305.3% | -83.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling