+36.0%
LHX vs IR
+46.0%
-10.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.8% | +2.5% | +2.3% | +4.3% |
| 30D | +14.7% | +9.2% | +5.5% | +12.6% |
| 3M | -5.1% | +0.9% | -6.1% | -5.5% |
| 6M | -9.9% | +19.2% | -29.1% | -13.4% |
| YTD | -6.1% | +7.5% | -13.6% | -8.1% |
| 1Y | -4.0% | +11.7% | -15.7% | -6.8% |
| 3Y | +56.9% | +23.9% | +33.0% | +46.7% |
| All | +36.0% | +46.0% | -10.0% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling