+6,077.4%
LHX vs JBL
+43,670.5%
-37,593.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.4% |
| 6M | -32.0% | +24.6% | -56.6% | -35.2% |
| YTD | -15.3% | +39.6% | -54.9% | -21.0% |
| 1Y | -11.1% | +48.6% | -59.7% | -18.1% |
| 3Y | +54.0% | +197.3% | -143.2% | +23.0% |
| 5Y | +17.1% | +413.0% | -395.9% | -16.1% |
| 10Y | +225.8% | +1,543.9% | -1,318.1% | +86.6% |
| All | +6,077.4% | +43,670.5% | -37,593.1% | +2,601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling