+54.0%
LHX vs IOT
+23.8%
+30.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -4.3% | -4.5% | +0.3% | -4.0% |
| 30D | -15.1% | -2.4% | -12.7% | -15.1% |
| 3M | -21.0% | +19.0% | -39.9% | -21.7% |
| 6M | -32.0% | +19.6% | -51.6% | -32.8% |
| YTD | -15.3% | +8.3% | -23.6% | -16.1% |
| 1Y | -11.1% | -0.8% | -10.3% | -11.5% |
| 3Y | +54.0% | +24.4% | +29.6% | +47.2% |
| All | +54.0% | +23.8% | +30.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling