+20.1%
LHX vs IAG
+813.2%
-793.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.5% |
| 30D | -12.7% | +10.6% | -23.4% | -13.5% |
| 3M | -17.6% | +35.4% | -53.0% | -19.9% |
| 6M | -30.7% | -9.5% | -21.2% | -30.7% |
| YTD | -14.3% | +21.8% | -36.2% | -16.4% |
| 1Y | -8.4% | +84.1% | -92.5% | -13.6% |
| 3Y | +56.7% | +817.4% | -760.7% | +25.9% |
| All | +20.1% | +813.2% | -793.1% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling