+820.8%
LHX vs HBM
+649.7%
+171.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.7% | +5.5% | -9.2% | -4.3% |
| 30D | -13.2% | +3.3% | -16.4% | -13.6% |
| 3M | -18.4% | +12.7% | -31.0% | -20.0% |
| 6M | -32.0% | +28.2% | -60.1% | -34.9% |
| YTD | -13.6% | +45.3% | -59.0% | -18.9% |
| 1Y | -6.0% | +121.7% | -127.7% | -16.5% |
| 3Y | +57.9% | +523.5% | -465.6% | +19.6% |
| 5Y | +19.2% | +393.9% | -374.7% | -10.7% |
| 10Y | +232.3% | +647.9% | -415.6% | +102.0% |
| All | +820.8% | +649.7% | +171.1% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling