-8.4%
LHX vs M
+25.2%
-33.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.7% |
| 7D | -4.8% | -8.8% | +4.0% | -4.6% |
| 30D | -12.7% | -16.4% | +3.6% | -12.5% |
| 3M | -17.6% | -10.8% | -6.8% | -17.7% |
| 6M | -30.7% | +16.1% | -46.8% | -31.2% |
| YTD | -14.3% | -5.3% | -9.1% | -14.4% |
| 1Y | -8.4% | +24.9% | -33.3% | -10.9% |
| All | -8.4% | +25.2% | -33.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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