+22.4%
LHX vs P
+283.1%
-260.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -2.5% | +7.8% | -10.4% | -2.6% |
| 30D | -10.4% | +12.3% | -22.7% | -10.6% |
| 3M | -14.9% | +37.1% | -52.0% | -15.5% |
| 6M | -29.6% | +66.1% | -95.7% | -30.7% |
| YTD | -11.8% | +50.9% | -62.7% | -13.0% |
| 1Y | -5.1% | +27.2% | -32.3% | -6.2% |
| 3Y | +61.3% | +158.7% | -97.4% | +52.4% |
| 5Y | +22.4% | +291.1% | -268.7% | +12.7% |
| All | +22.4% | +283.1% | -260.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling