+222.0%
LHX vs IJR
+172.1%
+50.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.4% |
| 7D | -4.3% | -2.2% | -2.1% | -3.2% |
| 30D | -15.1% | -4.6% | -10.5% | -13.2% |
| 3M | -21.0% | +0.2% | -21.2% | -21.3% |
| 6M | -32.0% | +14.7% | -46.7% | -36.7% |
| YTD | -15.3% | +18.9% | -34.2% | -22.6% |
| 1Y | -11.1% | +19.9% | -31.0% | -19.2% |
| 3Y | +54.0% | +53.0% | +1.0% | +20.7% |
| 5Y | +17.1% | +40.9% | -23.7% | -6.0% |
| All | +222.0% | +172.1% | +50.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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