+225.8%
LHX vs HAS
+59.3%
+166.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.1% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | -12.7% | -6.4% | -6.4% | -11.6% |
| 3M | -17.6% | +10.4% | -28.0% | -19.5% |
| 6M | -30.7% | -3.7% | -27.1% | -30.7% |
| YTD | -14.3% | +12.5% | -26.8% | -17.3% |
| 1Y | -8.4% | +19.8% | -28.2% | -12.9% |
| 3Y | +56.7% | +46.0% | +10.7% | +39.3% |
| 5Y | +18.5% | +12.5% | +6.0% | +10.5% |
| All | +225.8% | +59.3% | +166.4% | +163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling