+212.5%
LHX vs IBB
+126.8%
+85.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +14.7% | +4.6% | +10.1% | +12.8% |
| 3M | -5.1% | +6.8% | -12.0% | -7.7% |
| 6M | -9.9% | +23.1% | -33.0% | -16.7% |
| YTD | -6.1% | +26.0% | -32.1% | -14.2% |
| 1Y | -4.0% | +30.4% | -34.4% | -13.3% |
| 3Y | +56.9% | +85.4% | -28.5% | +23.3% |
| 5Y | +36.6% | +39.7% | -3.1% | +17.9% |
| All | +212.5% | +126.8% | +85.7% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling