+225.8%
LHX vs KEY
+171.1%
+54.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | -12.7% | -3.3% | -9.4% | -12.1% |
| 3M | -17.6% | -0.2% | -17.4% | -17.7% |
| 6M | -30.7% | +12.1% | -42.9% | -32.5% |
| YTD | -14.3% | +8.4% | -22.8% | -16.1% |
| 1Y | -8.4% | +17.6% | -26.0% | -11.9% |
| 3Y | +56.7% | +123.3% | -66.7% | +27.5% |
| 5Y | +18.5% | +39.5% | -21.0% | +2.7% |
| All | +225.8% | +171.1% | +54.7% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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