+711.8%
LHX vs INDA
+107.4%
+604.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | -4.8% | -3.6% | -1.2% | -3.6% |
| 30D | -12.7% | -4.0% | -8.8% | -11.5% |
| 3M | -17.6% | +1.7% | -19.3% | -18.3% |
| 6M | -30.7% | -3.6% | -27.1% | -30.1% |
| YTD | -14.3% | -11.0% | -3.4% | -11.3% |
| 1Y | -8.4% | -9.5% | +1.1% | -5.7% |
| 3Y | +56.7% | +7.6% | +49.0% | +50.0% |
| 5Y | +18.5% | +4.8% | +13.7% | +13.3% |
| 10Y | +229.6% | +82.3% | +147.3% | +142.6% |
| All | +711.8% | +107.4% | +604.4% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling