+233.2%
LHX vs IP
+23.2%
+210.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | -2.0% | -5.3% | +3.3% | -0.7% |
| 30D | -9.9% | -10.9% | +0.9% | -7.5% |
| 3M | -16.5% | +11.2% | -27.7% | -19.4% |
| 6M | -29.6% | -10.2% | -19.4% | -28.7% |
| YTD | -11.6% | -2.0% | -9.6% | -12.9% |
| 1Y | -4.1% | -19.1% | +15.0% | -1.1% |
| 3Y | +53.3% | +20.9% | +32.4% | +34.2% |
| 5Y | +22.3% | -17.8% | +40.1% | +20.0% |
| All | +233.2% | +23.2% | +210.0% | +146.2% |
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