+57.1%
LHX vs IBB
+63.1%
-6.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.7% | -3.9% | +0.2% | -2.7% |
| 30D | -13.2% | +2.7% | -15.9% | -13.9% |
| 3M | -18.4% | +21.4% | -39.7% | -22.9% |
| 6M | -32.0% | +20.1% | -52.0% | -35.6% |
| YTD | -13.6% | +21.9% | -35.5% | -18.8% |
| 1Y | -6.0% | +44.1% | -50.1% | -15.8% |
| All | +57.1% | +63.1% | -6.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling