+9,268.1%
LHX vs M
+436.6%
+8,831.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +4.8% | +7.0% | -2.2% | +3.6% |
| 30D | +14.7% | +8.9% | +5.8% | +12.7% |
| 3M | -5.1% | +4.5% | -9.6% | -6.2% |
| 6M | -9.9% | +36.2% | -46.1% | -15.4% |
| YTD | -6.1% | +15.1% | -21.2% | -9.7% |
| 1Y | -4.0% | +27.4% | -31.4% | -9.6% |
| 3Y | +56.9% | +160.1% | -103.2% | +23.9% |
| 5Y | +36.6% | -1.6% | +38.2% | +21.2% |
| 10Y | +217.5% | -7.7% | +225.2% | +140.8% |
| All | +9,268.1% | +436.6% | +8,831.5% | +4,414.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling