-10.8%
LHX vs IRE
-84.4%
+73.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -1.7% |
| 7D | -2.0% | +54.8% | -56.7% | -2.1% |
| 30D | -9.9% | +18.4% | -28.3% | -10.1% |
| 3M | -16.5% | -66.7% | +50.3% | -14.4% |
| 6M | -29.6% | -52.3% | +22.7% | -29.9% |
| YTD | -11.6% | -52.3% | +40.8% | -12.2% |
| All | -10.8% | -84.4% | +73.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling