+222.0%
LHX vs IRM
+440.8%
-218.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.7% |
| 7D | -4.3% | -1.4% | -2.8% | -3.9% |
| 30D | -15.1% | -7.4% | -7.8% | -13.5% |
| 3M | -21.0% | -7.4% | -13.6% | -19.8% |
| 6M | -32.0% | +8.7% | -40.7% | -34.4% |
| YTD | -15.3% | +40.9% | -56.3% | -24.6% |
| 1Y | -11.1% | +20.5% | -31.6% | -17.3% |
| 3Y | +54.0% | +101.7% | -47.7% | +18.2% |
| 5Y | +17.1% | +197.7% | -180.5% | -22.4% |
| All | +222.0% | +440.8% | -218.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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