+55.8%
LHX vs HBM
+460.9%
-405.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.7% | -0.4% |
| 7D | -4.8% | -3.7% | -1.1% | -4.6% |
| 30D | -12.7% | -3.7% | -9.1% | -12.6% |
| 3M | -17.6% | +8.0% | -25.6% | -18.3% |
| 6M | -30.7% | +15.8% | -46.5% | -31.9% |
| YTD | -14.3% | +34.4% | -48.7% | -16.7% |
| 1Y | -8.4% | +98.2% | -106.6% | -12.9% |
| All | +55.8% | +460.9% | -405.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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