+36.3%
LHX vs KEY
+12.7%
+23.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +5.3% | +1.8% | +3.6% | +5.0% |
| 30D | +15.8% | +7.1% | +8.7% | +14.6% |
| 3M | -6.1% | -5.9% | -0.1% | -5.2% |
| 6M | -11.4% | +2.2% | -13.6% | -11.8% |
| YTD | -6.3% | +6.4% | -12.7% | -7.4% |
| 1Y | -8.0% | +24.8% | -32.7% | -11.2% |
| 3Y | +58.1% | +125.2% | -67.2% | +37.2% |
| 5Y | +36.3% | +13.0% | +23.4% | +22.7% |
| All | +36.3% | +12.7% | +23.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling