+222.0%
LHX vs IJH
+184.0%
+38.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | -4.3% | -1.9% | -2.4% | -3.2% |
| 30D | -15.1% | -4.6% | -10.5% | -12.9% |
| 3M | -21.0% | -1.2% | -19.8% | -20.6% |
| 6M | -32.0% | +9.4% | -41.4% | -35.6% |
| YTD | -15.3% | +13.3% | -28.7% | -21.4% |
| 1Y | -11.1% | +13.4% | -24.4% | -17.5% |
| 3Y | +54.0% | +50.4% | +3.6% | +19.0% |
| 5Y | +17.1% | +49.0% | -31.8% | -11.0% |
| All | +222.0% | +184.0% | +38.0% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling