-9.3%
LHX vs IJH
+17.8%
-27.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.7% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | +9.7% | +1.2% | +8.4% | +9.0% |
| 3M | -8.5% | -3.4% | -5.1% | -7.1% |
| 6M | -15.1% | +3.7% | -18.8% | -17.3% |
| YTD | -10.4% | +13.9% | -24.3% | -18.7% |
| 1Y | -9.3% | +17.4% | -26.7% | -18.5% |
| All | -9.3% | +17.8% | -27.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling