-8.0%
LHX vs HAS
+58.8%
-66.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | +5.3% | +1.6% | +3.7% | +5.2% |
| 30D | +15.8% | +26.6% | -10.8% | +14.6% |
| 3M | -6.1% | +29.0% | -35.0% | -7.2% |
| 6M | -11.4% | +30.6% | -42.0% | -12.0% |
| YTD | -6.3% | +51.5% | -57.8% | -11.2% |
| 1Y | -8.0% | +58.5% | -66.4% | -13.8% |
| All | -8.0% | +58.8% | -66.7% | -13.8% |
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