+3,024.3%
LHX vs IBB
+560.8%
+2,463.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | -9.9% | +10.5% | -20.4% | -14.3% |
| 3M | -16.5% | +23.6% | -40.1% | -24.7% |
| 6M | -29.6% | +22.6% | -52.2% | -36.4% |
| YTD | -11.6% | +25.7% | -37.2% | -21.2% |
| 1Y | -4.1% | +51.4% | -55.5% | -21.8% |
| 3Y | +53.3% | +64.4% | -11.1% | +18.1% |
| 5Y | +22.3% | +22.1% | +0.1% | +5.9% |
| 10Y | +231.9% | +132.5% | +99.4% | +97.7% |
| All | +3,024.3% | +560.8% | +2,463.5% | +717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling