+56.9%
LHX vs HAS
+212.5%
-155.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +4.8% | +1.4% | +3.4% | +4.7% |
| 30D | +14.7% | +26.3% | -11.6% | +12.0% |
| 3M | -5.1% | +25.6% | -30.7% | -7.3% |
| 6M | -9.9% | +30.3% | -40.1% | -12.3% |
| YTD | -6.1% | +50.4% | -56.4% | -10.6% |
| 1Y | -4.0% | +57.7% | -61.7% | -9.1% |
| 3Y | +56.9% | +213.4% | -156.5% | +28.6% |
| All | +56.9% | +212.5% | -155.6% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling