+222.0%
LHX vs IT
+103.1%
+119.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -2.1% |
| 7D | -4.3% | -3.7% | -0.6% | -3.7% |
| 30D | -15.1% | +0.1% | -15.2% | -15.4% |
| 3M | -21.0% | +20.7% | -41.7% | -24.6% |
| 6M | -32.0% | +12.0% | -44.0% | -34.6% |
| YTD | -15.3% | -28.8% | +13.5% | -11.2% |
| 1Y | -11.1% | -25.5% | +14.5% | -8.1% |
| 3Y | +54.0% | -48.8% | +102.8% | +69.1% |
| 5Y | +17.1% | -42.7% | +59.9% | +21.7% |
| All | +222.0% | +103.1% | +119.0% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling