+61.3%
LHX vs P
+159.9%
-98.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -2.5% | +7.8% | -10.4% | -2.5% |
| 30D | -10.4% | +12.3% | -22.7% | -10.3% |
| 3M | -14.9% | +37.1% | -52.0% | -14.9% |
| 6M | -29.6% | +66.1% | -95.7% | -29.9% |
| YTD | -11.8% | +50.9% | -62.7% | -12.2% |
| 1Y | -5.1% | +27.2% | -32.3% | -5.4% |
| 3Y | +61.3% | +158.7% | -97.4% | +60.5% |
| All | +61.3% | +159.9% | -98.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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