+18.7%
LHX vs IT
-42.9%
+61.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.6% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | -15.1% | +0.1% | -15.2% | -15.2% |
| 3M | -21.0% | +20.7% | -41.7% | -22.7% |
| 6M | -32.0% | +12.0% | -44.0% | -33.3% |
| YTD | -15.3% | -28.8% | +13.5% | -13.1% |
| 1Y | -11.1% | -25.5% | +14.5% | -9.4% |
| 3Y | +54.0% | -48.8% | +102.8% | +64.0% |
| All | +18.7% | -42.9% | +61.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling