+36.0%
LHX vs M
-3.3%
+39.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +4.8% | +7.0% | -2.2% | +4.3% |
| 30D | +14.7% | +8.9% | +5.8% | +14.0% |
| 3M | -5.1% | +4.5% | -9.6% | -5.5% |
| 6M | -9.9% | +36.2% | -46.1% | -12.0% |
| YTD | -6.1% | +15.1% | -21.2% | -7.4% |
| 1Y | -4.0% | +27.4% | -31.4% | -6.1% |
| 3Y | +56.9% | +160.1% | -103.2% | +42.5% |
| All | +36.0% | -3.3% | +39.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling