+2,766.6%
LHX vs IJR
+1,125.8%
+1,640.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.5% |
| 7D | -4.3% | -2.2% | -2.1% | -2.8% |
| 30D | -15.1% | -4.6% | -10.5% | -12.4% |
| 3M | -21.0% | +0.2% | -21.2% | -21.4% |
| 6M | -32.0% | +14.7% | -46.7% | -38.6% |
| YTD | -15.3% | +18.9% | -34.2% | -25.4% |
| 1Y | -11.1% | +19.9% | -31.0% | -22.4% |
| 3Y | +54.0% | +53.0% | +1.0% | +9.0% |
| 5Y | +17.1% | +40.9% | -23.7% | -14.9% |
| 10Y | +225.8% | +171.1% | +54.7% | +32.1% |
| All | +2,766.6% | +1,125.8% | +1,640.7% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling