-9.3%
LHX vs HIG
+12.7%
-22.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.8% | -7.1% |
| 7D | -0.3% | +6.2% | -6.5% | -2.1% |
| 30D | +9.7% | +9.4% | +0.2% | +7.0% |
| 3M | -8.5% | -2.3% | -6.2% | -8.2% |
| 6M | -15.1% | +4.2% | -19.3% | -16.0% |
| YTD | -10.4% | +1.6% | -12.0% | -10.2% |
| 1Y | -9.3% | +9.9% | -19.2% | -9.2% |
| All | -9.3% | +12.7% | -22.0% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling