+2,885.3%
LHX vs FTI
+2,107.5%
+777.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | -13.2% | +5.0% | -18.2% | -14.2% |
| 3M | -18.4% | +13.8% | -32.2% | -21.1% |
| 6M | -32.0% | +22.9% | -54.8% | -35.7% |
| YTD | -13.6% | +75.0% | -88.6% | -25.0% |
| 1Y | -6.0% | +96.9% | -102.8% | -20.9% |
| 3Y | +57.9% | +276.7% | -218.8% | +10.1% |
| 5Y | +19.2% | +1,157.0% | -1,137.8% | -41.6% |
| 10Y | +232.3% | +310.7% | -78.4% | +84.2% |
| All | +2,885.3% | +2,107.5% | +777.8% | +871.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling