+36.0%
LHX vs IP
-13.5%
+49.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | 0.0% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +14.7% | +7.9% | +6.7% | +13.6% |
| 3M | -5.1% | -15.3% | +10.2% | -3.3% |
| 6M | -9.9% | +10.5% | -20.4% | -11.6% |
| YTD | -6.1% | -9.4% | +3.3% | -6.0% |
| 1Y | -4.0% | -4.6% | +0.6% | -4.6% |
| 3Y | +56.9% | +21.2% | +35.7% | +46.1% |
| All | +36.0% | -13.5% | +49.5% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling