-9.3%
LHX vs LII
-26.0%
+16.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.1% | -6.9% |
| 7D | -0.3% | +7.9% | -8.2% | -1.4% |
| 30D | +9.7% | -0.6% | +10.3% | +9.4% |
| 3M | -8.5% | -19.3% | +10.8% | -6.1% |
| 6M | -15.1% | -29.8% | +14.8% | -11.8% |
| YTD | -10.4% | -25.4% | +15.0% | -8.1% |
| 1Y | -9.3% | -26.2% | +16.9% | -6.7% |
| All | -9.3% | -26.0% | +16.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling