+222.0%
LHX vs IBN
+324.2%
-102.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -4.3% | -3.0% | -1.3% | -3.7% |
| 30D | -15.1% | -1.5% | -13.6% | -14.9% |
| 3M | -21.0% | +7.9% | -28.9% | -22.2% |
| 6M | -32.0% | +8.6% | -40.6% | -33.2% |
| YTD | -15.3% | -0.6% | -14.8% | -15.6% |
| 1Y | -11.1% | -7.3% | -3.7% | -10.3% |
| 3Y | +54.0% | +26.2% | +27.8% | +44.9% |
| 5Y | +17.1% | +57.8% | -40.7% | +4.0% |
| All | +222.0% | +324.2% | -102.2% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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