+63.1%
LHX vs JAAA
+29.3%
+33.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -12.7% | +0.4% | -13.2% | -12.9% |
| 3M | -17.6% | +1.2% | -18.8% | -17.9% |
| 6M | -30.7% | +2.7% | -33.4% | -31.2% |
| YTD | -14.3% | +3.2% | -17.5% | -15.1% |
| 1Y | -8.4% | +4.8% | -13.2% | -9.7% |
| 3Y | +56.7% | +19.0% | +37.7% | +54.4% |
| 5Y | +18.5% | +26.8% | -8.3% | +18.4% |
| All | +63.1% | +29.3% | +33.8% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling