+61.3%
LHX vs HAS
+45.6%
+15.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -2.5% | -3.1% | +0.6% | -2.2% |
| 30D | -10.4% | -2.7% | -7.7% | -10.1% |
| 3M | -14.9% | +8.9% | -23.9% | -15.8% |
| 6M | -29.6% | -2.9% | -26.7% | -29.5% |
| YTD | -11.8% | +12.6% | -24.4% | -13.6% |
| 1Y | -5.1% | +17.5% | -22.5% | -7.5% |
| 3Y | +61.3% | +46.2% | +15.1% | +49.0% |
| All | +61.3% | +45.6% | +15.7% | +49.0% |
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