+172.0%
LHX vs IR
+271.1%
-99.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -4.5% | +0.2% | -3.2% |
| 30D | -15.1% | -13.9% | -1.2% | -12.0% |
| 3M | -21.0% | -0.3% | -20.6% | -21.1% |
| 6M | -32.0% | -14.3% | -17.7% | -29.8% |
| YTD | -15.3% | -7.9% | -7.5% | -14.3% |
| 1Y | -11.1% | -9.9% | -1.2% | -9.6% |
| 3Y | +54.0% | +6.5% | +47.5% | +46.8% |
| 5Y | +17.1% | +34.0% | -16.9% | +3.3% |
| All | +172.0% | +271.1% | -99.1% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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