+18.7%
LHX vs KEYS
+87.1%
-68.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.6% |
| 7D | -4.3% | +3.5% | -7.7% | -4.6% |
| 30D | -15.1% | -4.5% | -10.7% | -14.8% |
| 3M | -21.0% | -0.4% | -20.6% | -21.3% |
| 6M | -32.0% | +19.1% | -51.1% | -34.2% |
| YTD | -15.3% | +66.7% | -82.0% | -22.3% |
| 1Y | -11.1% | +96.5% | -107.5% | -20.5% |
| 3Y | +54.0% | +155.2% | -101.1% | +29.6% |
| All | +18.7% | +87.1% | -68.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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