+18.7%
LHX vs IJR
+39.9%
-21.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.5% |
| 30D | -15.1% | -4.6% | -10.5% | -13.7% |
| 3M | -21.0% | +0.2% | -21.2% | -21.2% |
| 6M | -32.0% | +14.7% | -46.7% | -35.6% |
| YTD | -15.3% | +18.9% | -34.2% | -20.9% |
| 1Y | -11.1% | +19.9% | -31.0% | -17.2% |
| 3Y | +54.0% | +53.0% | +1.0% | +27.9% |
| All | +18.7% | +39.9% | -21.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling