+223.3%
LHX vs IP
+31.6%
+191.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.0% |
| 30D | +14.5% | +10.6% | +3.9% | +11.7% |
| 3M | -4.9% | -13.6% | +8.7% | -1.7% |
| 6M | -8.6% | +10.4% | -19.0% | -11.9% |
| YTD | -6.4% | -6.5% | +0.1% | -6.9% |
| 1Y | -5.1% | -2.1% | -2.9% | -6.8% |
| 3Y | +59.1% | +22.0% | +37.1% | +38.2% |
| 5Y | +33.4% | -9.7% | +43.2% | +25.6% |
| 10Y | +223.3% | +26.8% | +196.5% | +133.1% |
| All | +223.3% | +31.6% | +191.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling