+5,427.1%
LHX vs IT
+5,548.9%
-121.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -3.7% | -9.1% | +5.4% | -1.9% |
| 30D | -13.2% | -12.2% | -1.0% | -11.1% |
| 3M | -18.4% | +7.8% | -26.2% | -20.5% |
| 6M | -32.0% | +2.0% | -33.9% | -33.5% |
| YTD | -13.6% | -32.7% | +19.1% | -9.0% |
| 1Y | -6.0% | -31.1% | +25.1% | -1.9% |
| 3Y | +57.9% | -52.1% | +110.0% | +73.9% |
| 5Y | +19.2% | -46.3% | +65.5% | +25.7% |
| 10Y | +232.3% | +91.4% | +140.9% | +159.4% |
| All | +5,427.1% | +5,548.9% | -121.8% | +2,184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling