-9.3%
LHX vs IT
-17.9%
+8.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -7.9% | -6.5% |
| 7D | -0.3% | -5.5% | +5.1% | -0.1% |
| 30D | +9.7% | +10.3% | -0.7% | +9.1% |
| 3M | -8.5% | +11.5% | -20.0% | -9.1% |
| 6M | -15.1% | +40.3% | -55.4% | -16.3% |
| YTD | -10.4% | -17.9% | +7.4% | -14.1% |
| 1Y | -9.3% | -8.8% | -0.5% | -13.1% |
| All | -9.3% | -17.9% | +8.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling