+3,894.0%
LHX vs HIG
+989.6%
+2,904.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -2.3% | -2.5% | -4.4% |
| 30D | -12.7% | -1.2% | -11.5% | -12.6% |
| 3M | -17.6% | +6.3% | -23.9% | -18.5% |
| 6M | -30.7% | +0.6% | -31.3% | -30.8% |
| YTD | -14.3% | +0.6% | -15.0% | -14.6% |
| 1Y | -8.4% | +6.1% | -14.5% | -9.4% |
| 3Y | +56.7% | +102.0% | -45.3% | +38.9% |
| 5Y | +18.5% | +119.2% | -100.7% | +3.1% |
| 10Y | +229.6% | +312.5% | -82.9% | +153.9% |
| All | +3,894.0% | +989.6% | +2,904.4% | +1,814.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling