+19.2%
LHX vs HAS
+10.8%
+8.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.7% | -4.8% | +1.1% | -3.2% |
| 30D | -13.2% | -5.1% | -8.0% | -12.7% |
| 3M | -18.4% | +6.4% | -24.7% | -19.0% |
| 6M | -32.0% | -5.6% | -26.3% | -31.7% |
| YTD | -13.6% | +11.0% | -24.6% | -15.2% |
| 1Y | -6.0% | +16.8% | -22.7% | -8.3% |
| 3Y | +57.9% | +44.0% | +13.9% | +46.9% |
| 5Y | +19.2% | +11.0% | +8.2% | +19.0% |
| All | +19.2% | +10.8% | +8.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling