+54.0%
LHX vs LNT
+46.9%
+7.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -1.0% | -3.2% | -3.8% |
| 30D | -15.1% | -4.2% | -10.9% | -13.6% |
| 3M | -21.0% | -6.7% | -14.3% | -18.8% |
| 6M | -32.0% | -3.6% | -28.4% | -31.1% |
| YTD | -15.3% | +5.9% | -21.2% | -17.3% |
| 1Y | -11.1% | +7.3% | -18.3% | -13.5% |
| 3Y | +54.0% | +46.5% | +7.5% | +32.7% |
| All | +54.0% | +46.9% | +7.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling