+54.0%
LHX vs HIG
+101.1%
-47.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | -15.1% | -0.4% | -14.8% | -15.1% |
| 3M | -21.0% | +6.7% | -27.6% | -22.4% |
| 6M | -32.0% | +2.0% | -34.0% | -32.4% |
| YTD | -15.3% | +0.3% | -15.6% | -15.5% |
| 1Y | -11.1% | +4.2% | -15.2% | -12.3% |
| 3Y | +54.0% | +102.2% | -48.2% | +24.9% |
| All | +54.0% | +101.1% | -47.1% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling