+222.0%
LHX vs HIG
+313.7%
-91.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.3% | -1.5% | -2.8% | -3.8% |
| 30D | -15.1% | -0.4% | -14.8% | -15.1% |
| 3M | -21.0% | +6.7% | -27.6% | -22.5% |
| 6M | -32.0% | +2.0% | -34.0% | -32.5% |
| YTD | -15.3% | +0.3% | -15.6% | -15.7% |
| 1Y | -11.1% | +4.2% | -15.2% | -12.5% |
| 3Y | +54.0% | +102.2% | -48.2% | +23.1% |
| 5Y | +17.1% | +118.5% | -101.4% | -9.6% |
| All | +222.0% | +313.7% | -91.6% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling