+18.5%
LHX vs IRM
+186.9%
-168.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | -12.7% | -7.8% | -5.0% | -11.3% |
| 3M | -17.6% | -7.9% | -9.8% | -16.5% |
| 6M | -30.7% | +6.3% | -37.1% | -32.5% |
| YTD | -14.3% | +38.2% | -52.5% | -22.2% |
| 1Y | -8.4% | +19.8% | -28.2% | -13.9% |
| 3Y | +56.7% | +98.8% | -42.1% | +22.4% |
| 5Y | +18.5% | +191.8% | -173.3% | -19.5% |
| All | +18.5% | +186.9% | -168.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling