+56.9%
LHX vs IBB
+86.1%
-29.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +14.7% | +4.6% | +10.1% | +13.3% |
| 3M | -5.1% | +6.8% | -12.0% | -7.1% |
| 6M | -9.9% | +23.1% | -33.0% | -15.5% |
| YTD | -6.1% | +26.0% | -32.1% | -12.7% |
| 1Y | -4.0% | +30.4% | -34.4% | -11.6% |
| 3Y | +56.9% | +85.4% | -28.5% | +20.6% |
| All | +56.9% | +86.1% | -29.2% | +20.6% |
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