+54.0%
LHX vs JBL
+195.4%
-141.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.2% | -1.3% |
| 7D | -4.3% | +2.4% | -6.7% | -4.3% |
| 30D | -15.1% | -13.1% | -2.0% | -14.8% |
| 3M | -21.0% | -15.6% | -5.4% | -20.5% |
| 6M | -32.0% | +24.6% | -56.6% | -33.1% |
| YTD | -15.3% | +39.6% | -54.9% | -17.3% |
| 1Y | -11.1% | +48.6% | -59.7% | -13.5% |
| 3Y | +54.0% | +197.3% | -143.2% | +45.8% |
| All | +54.0% | +195.4% | -141.4% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling