+222.0%
LHX vs IAG
+427.6%
-205.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -4.3% | -1.1% | -3.2% | -4.2% |
| 30D | -15.1% | +12.1% | -27.3% | -15.8% |
| 3M | -21.0% | +25.5% | -46.5% | -22.2% |
| 6M | -32.0% | -7.1% | -24.9% | -32.1% |
| YTD | -15.3% | +22.9% | -38.2% | -16.9% |
| 1Y | -11.1% | +83.3% | -94.4% | -14.7% |
| 3Y | +54.0% | +808.5% | -754.5% | +33.5% |
| 5Y | +17.1% | +838.0% | -820.8% | -1.1% |
| All | +222.0% | +427.6% | -205.6% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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