+55.8%
LHX vs HDB
-31.0%
+86.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -4.8% | -6.2% | +1.4% | -4.3% |
| 30D | -12.7% | -6.2% | -6.5% | -12.3% |
| 3M | -17.6% | -5.9% | -11.8% | -17.5% |
| 6M | -30.7% | -25.9% | -4.8% | -29.3% |
| YTD | -14.3% | -40.2% | +25.9% | -11.3% |
| 1Y | -8.4% | -38.0% | +29.6% | -5.4% |
| All | +55.8% | -31.0% | +86.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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