+8,184.6%
LHX vs KEY
+1,013.2%
+7,171.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +4.8% | +2.9% | +1.9% | +4.2% |
| 30D | +14.7% | +8.4% | +6.2% | +12.7% |
| 3M | -5.1% | -5.8% | +0.6% | -4.0% |
| 6M | -9.9% | +5.4% | -15.3% | -11.1% |
| YTD | -6.1% | +7.1% | -13.1% | -7.8% |
| 1Y | -4.0% | +26.8% | -30.8% | -9.2% |
| 3Y | +56.9% | +128.7% | -71.8% | +27.4% |
| 5Y | +36.6% | +13.6% | +22.9% | +23.9% |
| 10Y | +217.5% | +99.7% | +117.8% | +136.9% |
| All | +8,184.6% | +1,013.2% | +7,171.4% | +2,986.6% |
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