+2,766.6%
LHX vs IJH
+1,054.0%
+1,712.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | -4.3% | -1.9% | -2.4% | -2.9% |
| 30D | -15.1% | -4.6% | -10.5% | -12.0% |
| 3M | -21.0% | -1.2% | -19.8% | -20.5% |
| 6M | -32.0% | +9.4% | -41.4% | -37.0% |
| YTD | -15.3% | +13.3% | -28.7% | -23.7% |
| 1Y | -11.1% | +13.4% | -24.4% | -20.0% |
| 3Y | +54.0% | +50.4% | +3.6% | +7.4% |
| 5Y | +17.1% | +49.0% | -31.8% | -20.8% |
| 10Y | +225.8% | +182.6% | +43.2% | +19.2% |
| All | +2,766.6% | +1,054.0% | +1,712.6% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling