-8.4%
LHX vs HAS
+18.8%
-27.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | -12.7% | -6.4% | -6.4% | -12.6% |
| 3M | -17.6% | +10.4% | -28.0% | -17.9% |
| 6M | -30.7% | -3.7% | -27.1% | -30.4% |
| YTD | -14.3% | +12.5% | -26.8% | -16.8% |
| 1Y | -8.4% | +19.8% | -28.2% | -11.8% |
| All | -8.4% | +18.8% | -27.2% | -11.8% |
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