+8,721.2%
LHX vs M
+396.5%
+8,324.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -2.0% | +4.7% | -6.7% | -2.8% |
| 30D | -9.9% | -9.6% | -0.3% | -8.4% |
| 3M | -16.5% | +0.9% | -17.3% | -17.0% |
| 6M | -29.6% | +22.3% | -51.9% | -32.5% |
| YTD | -11.6% | +6.5% | -18.1% | -13.5% |
| 1Y | -4.1% | +38.8% | -42.8% | -10.9% |
| 3Y | +53.3% | +115.9% | -62.7% | +25.3% |
| 5Y | +22.3% | +28.6% | -6.4% | +2.2% |
| 10Y | +231.9% | -2.5% | +234.4% | +148.0% |
| All | +8,721.2% | +396.5% | +8,324.6% | +4,224.7% |
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