+18.5%
LHX vs IR
+35.0%
-16.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | -12.7% | -14.0% | +1.3% | -10.1% |
| 3M | -17.6% | +3.7% | -21.4% | -18.4% |
| 6M | -30.7% | -15.4% | -15.3% | -28.8% |
| YTD | -14.3% | -7.7% | -6.7% | -13.5% |
| 1Y | -8.4% | -8.8% | +0.4% | -7.3% |
| 3Y | +56.7% | +5.6% | +51.1% | +51.4% |
| 5Y | +18.5% | +34.3% | -15.9% | +9.3% |
| All | +18.5% | +35.0% | -16.6% | +9.3% |
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