-3.8%
LHX vs IRE
-97.5%
+93.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.1% | -11.9% | +0.2% |
| 7D | +6.5% | -15.1% | +21.6% | +6.5% |
| 30D | +16.1% | -71.4% | +87.5% | +16.0% |
| 3M | -2.8% | -81.2% | +78.3% | -2.9% |
| 6M | -7.7% | -93.7% | +86.0% | -6.1% |
| YTD | -4.6% | -92.2% | +87.6% | -5.3% |
| 1Y | -6.8% | -97.3% | +90.5% | -7.5% |
| All | -3.8% | -97.5% | +93.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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