-9.3%
LHX vs HAS
+66.3%
-75.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.5% | -6.6% |
| 7D | -0.3% | +2.4% | -2.8% | -0.4% |
| 30D | +9.7% | +31.6% | -22.0% | +8.3% |
| 3M | -8.5% | +33.9% | -42.4% | -9.7% |
| 6M | -15.1% | +31.4% | -46.5% | -15.8% |
| YTD | -10.4% | +51.6% | -62.1% | -15.3% |
| 1Y | -9.3% | +65.2% | -74.5% | -14.7% |
| All | -9.3% | +66.3% | -75.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling