-9.3%
LHX vs IOT
+8.2%
-17.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -6.5% |
| 7D | -0.3% | -0.5% | +0.1% | -0.3% |
| 30D | +9.7% | +1.0% | +8.7% | +9.6% |
| 3M | -8.5% | +10.9% | -19.4% | -8.9% |
| 6M | -15.1% | +39.9% | -55.0% | -15.9% |
| YTD | -10.4% | +20.8% | -31.2% | -11.5% |
| 1Y | -9.3% | +10.6% | -19.9% | -10.8% |
| All | -9.3% | +8.2% | -17.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling