+18.7%
LHX vs INDA
+5.7%
+13.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | -15.1% | -2.8% | -12.4% | -14.9% |
| 3M | -21.0% | +1.6% | -22.6% | -21.2% |
| 6M | -32.0% | -1.4% | -30.6% | -32.0% |
| YTD | -15.3% | -10.1% | -5.2% | -14.6% |
| 1Y | -11.1% | -8.8% | -2.3% | -10.5% |
| 3Y | +54.0% | +7.6% | +46.4% | +51.1% |
| All | +18.7% | +5.7% | +13.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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