+380.6%
LHX vs KEYS
+1,113.8%
-733.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.9% |
| 7D | -4.3% | +3.5% | -7.7% | -4.9% |
| 30D | -15.1% | -4.5% | -10.7% | -14.5% |
| 3M | -21.0% | -0.4% | -20.6% | -21.6% |
| 6M | -32.0% | +19.1% | -51.1% | -35.4% |
| YTD | -15.3% | +66.7% | -82.0% | -26.1% |
| 1Y | -11.1% | +96.5% | -107.5% | -25.5% |
| 3Y | +54.0% | +155.2% | -101.1% | +18.0% |
| 5Y | +17.1% | +88.0% | -70.9% | -5.2% |
| 10Y | +225.8% | +1,046.8% | -821.0% | +48.2% |
| All | +380.6% | +1,113.8% | -733.2% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling