-5.1%
LHX vs IP
-21.3%
+16.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -10.4% | -11.2% | +0.9% | -9.4% |
| 3M | -14.9% | +12.3% | -27.3% | -16.5% |
| 6M | -29.6% | -5.2% | -24.4% | -30.0% |
| YTD | -11.8% | -4.0% | -7.8% | -12.9% |
| 1Y | -5.1% | -19.2% | +14.1% | -6.4% |
| All | -5.1% | -21.3% | +16.2% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling