+19.2%
LHX vs KEY
+40.7%
-21.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -13.2% | -3.3% | -9.9% | -12.7% |
| 3M | -18.4% | -0.7% | -17.6% | -18.3% |
| 6M | -32.0% | +12.5% | -44.5% | -33.2% |
| YTD | -13.6% | +8.4% | -22.1% | -14.9% |
| 1Y | -6.0% | +18.4% | -24.4% | -8.6% |
| 3Y | +57.9% | +123.3% | -65.4% | +37.3% |
| 5Y | +19.2% | +38.8% | -19.6% | +6.2% |
| All | +19.2% | +40.7% | -21.5% | +6.2% |
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