+325.6%
LHX vs P
+485.4%
-159.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -2.0% | +6.5% | -8.5% | -2.5% |
| 30D | -9.9% | +18.8% | -28.8% | -11.4% |
| 3M | -16.5% | +26.7% | -43.2% | -18.7% |
| 6M | -29.6% | +62.2% | -91.8% | -33.4% |
| YTD | -11.6% | +48.5% | -60.1% | -15.9% |
| 1Y | -4.1% | +26.4% | -30.5% | -8.2% |
| 3Y | +53.3% | +159.4% | -106.2% | +30.1% |
| 5Y | +22.3% | +275.8% | -253.5% | -3.8% |
| 10Y | +231.9% | +732.0% | -500.2% | +120.1% |
| All | +325.6% | +485.4% | -159.7% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling