+61.3%
LHX vs KEY
+130.9%
-69.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -2.5% | +2.7% | -5.2% | -2.9% |
| 30D | -10.4% | -3.2% | -7.1% | -9.9% |
| 3M | -14.9% | +1.0% | -15.9% | -15.1% |
| 6M | -29.6% | +11.9% | -41.5% | -30.8% |
| YTD | -11.8% | +8.7% | -20.5% | -13.1% |
| 1Y | -5.1% | +18.5% | -23.5% | -7.7% |
| 3Y | +61.3% | +124.0% | -62.6% | +37.8% |
| All | +61.3% | +130.9% | -69.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling