+222.0%
LHX vs IBB
+125.5%
+96.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.3% | -4.2% | 0.0% | -2.8% |
| 30D | -15.1% | +1.1% | -16.2% | -15.6% |
| 3M | -21.0% | +19.0% | -40.0% | -25.9% |
| 6M | -32.0% | +18.9% | -50.9% | -36.3% |
| YTD | -15.3% | +20.3% | -35.7% | -21.2% |
| 1Y | -11.1% | +41.5% | -52.5% | -21.9% |
| 3Y | +54.0% | +60.3% | -6.3% | +27.6% |
| 5Y | +17.1% | +18.7% | -1.6% | +7.8% |
| All | +222.0% | +125.5% | +96.5% | +116.1% |
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