-11.1%
LHX vs IBB
+44.5%
-55.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.3% | -4.2% | 0.0% | -3.4% |
| 30D | -15.1% | +1.1% | -16.2% | -15.4% |
| 3M | -21.0% | +19.0% | -40.0% | -24.7% |
| 6M | -32.0% | +18.9% | -50.9% | -35.2% |
| YTD | -15.3% | +20.3% | -35.7% | -19.9% |
| 1Y | -11.1% | +41.5% | -52.5% | -15.7% |
| All | -11.1% | +44.5% | -55.5% | -15.7% |
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