+54.0%
LHX vs IFF
+29.0%
+25.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -4.3% | -3.2% | -1.1% | -4.0% |
| 30D | -15.1% | -0.3% | -14.9% | -15.1% |
| 3M | -21.0% | +8.4% | -29.4% | -21.7% |
| 6M | -32.0% | +23.0% | -55.0% | -33.7% |
| YTD | -15.3% | +25.5% | -40.8% | -17.7% |
| 1Y | -11.1% | +29.1% | -40.1% | -14.0% |
| 3Y | +54.0% | +31.7% | +22.4% | +44.5% |
| All | +54.0% | +29.0% | +25.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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