+8,169.1%
LHX vs KEY
+1,006.4%
+7,162.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +5.3% | +1.8% | +3.6% | +4.9% |
| 30D | +15.8% | +7.1% | +8.7% | +14.1% |
| 3M | -6.1% | -5.9% | -0.1% | -4.9% |
| 6M | -11.4% | +2.2% | -13.6% | -12.0% |
| YTD | -6.3% | +6.4% | -12.7% | -7.9% |
| 1Y | -8.0% | +24.8% | -32.7% | -12.7% |
| 3Y | +58.1% | +125.2% | -67.2% | +28.8% |
| 5Y | +36.3% | +13.0% | +23.4% | +23.8% |
| 10Y | +216.9% | +98.5% | +118.4% | +136.8% |
| All | +8,169.1% | +1,006.4% | +7,162.6% | +2,984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling