+222.0%
LHX vs JBL
+1,558.3%
-1,336.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.2% | -1.9% |
| 7D | -4.3% | +2.4% | -6.7% | -4.6% |
| 30D | -15.1% | -13.1% | -2.0% | -13.4% |
| 3M | -21.0% | -15.6% | -5.4% | -19.3% |
| 6M | -32.0% | +24.6% | -56.6% | -35.4% |
| YTD | -15.3% | +39.6% | -54.9% | -21.4% |
| 1Y | -11.1% | +48.6% | -59.7% | -18.7% |
| 3Y | +54.0% | +197.3% | -143.2% | +18.9% |
| 5Y | +17.1% | +413.0% | -395.9% | -22.4% |
| All | +222.0% | +1,558.3% | -1,336.3% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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