+7,700.9%
LHX vs IP
+364.8%
+7,336.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -2.0% | -5.3% | +3.3% | -0.5% |
| 30D | -9.9% | -10.9% | +0.9% | -7.1% |
| 3M | -16.5% | +11.2% | -27.7% | -19.7% |
| 6M | -29.6% | -10.2% | -19.4% | -28.6% |
| YTD | -11.6% | -2.0% | -9.6% | -13.0% |
| 1Y | -4.1% | -19.1% | +15.0% | -1.0% |
| 3Y | +53.3% | +20.9% | +32.4% | +35.3% |
| 5Y | +22.3% | -17.8% | +40.1% | +18.7% |
| 10Y | +231.9% | +23.5% | +208.4% | +171.5% |
| All | +7,700.9% | +364.8% | +7,336.1% | +3,270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling