+7,700.9%
LHX vs KEY
+1,050.5%
+6,650.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.0% | +2.2% | -4.2% | -2.4% |
| 30D | -9.9% | -3.0% | -6.9% | -9.4% |
| 3M | -16.5% | +3.3% | -19.8% | -17.2% |
| 6M | -29.6% | +9.2% | -38.8% | -31.1% |
| YTD | -11.6% | +10.6% | -22.2% | -13.8% |
| 1Y | -4.1% | +20.4% | -24.5% | -8.3% |
| 3Y | +53.3% | +121.8% | -68.6% | +24.9% |
| 5Y | +22.3% | +41.1% | -18.9% | +5.6% |
| 10Y | +231.9% | +168.5% | +63.3% | +132.0% |
| All | +7,700.9% | +1,050.5% | +6,650.4% | +2,787.0% |
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