+3,475.7%
LHX vs IRM
+9,897.4%
-6,421.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | -10.4% | -4.2% | -6.2% | -9.4% |
| 3M | -14.9% | -5.4% | -9.6% | -14.1% |
| 6M | -29.6% | +12.0% | -41.6% | -32.6% |
| YTD | -11.8% | +42.0% | -53.9% | -21.3% |
| 1Y | -5.1% | +29.9% | -34.9% | -13.4% |
| 3Y | +61.3% | +104.4% | -43.0% | +26.2% |
| 5Y | +22.4% | +191.0% | -168.6% | -15.1% |
| 10Y | +232.2% | +417.1% | -184.9% | +87.6% |
| All | +3,475.7% | +9,897.4% | -6,421.7% | +1,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling