+18.7%
LHX vs JAAA
+26.5%
-7.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | -15.1% | +0.5% | -15.7% | -15.3% |
| 3M | -21.0% | +1.3% | -22.2% | -21.2% |
| 6M | -32.0% | +2.8% | -34.8% | -32.5% |
| YTD | -15.3% | +3.3% | -18.6% | -16.1% |
| 1Y | -11.1% | +4.9% | -16.0% | -12.3% |
| 3Y | +54.0% | +19.0% | +35.0% | +53.1% |
| All | +18.7% | +26.5% | -7.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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