-9.3%
LHX vs IBB
+42.2%
-51.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -6.8% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +9.7% | +6.3% | +3.3% | +8.5% |
| 3M | -8.5% | +16.3% | -24.8% | -11.7% |
| 6M | -15.1% | +30.0% | -45.1% | -20.9% |
| YTD | -10.4% | +31.1% | -41.6% | -17.5% |
| 1Y | -9.3% | +42.0% | -51.3% | -19.5% |
| All | -9.3% | +42.2% | -51.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling