+2,646.5%
LHX vs IAG
+368.9%
+2,277.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.5% | +4.3% | -6.8% | -2.8% |
| 30D | -10.4% | +9.8% | -20.1% | -11.1% |
| 3M | -14.9% | +28.9% | -43.9% | -16.9% |
| 6M | -29.6% | -7.6% | -22.0% | -29.7% |
| YTD | -11.8% | +22.0% | -33.8% | -14.1% |
| 1Y | -5.1% | +99.5% | -104.6% | -11.3% |
| 3Y | +61.3% | +818.3% | -757.0% | +30.5% |
| 5Y | +22.4% | +785.9% | -763.5% | -3.7% |
| 10Y | +232.2% | +381.1% | -148.9% | +156.4% |
| All | +2,646.5% | +368.9% | +2,277.6% | +1,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling