-4.9%
LHX vs Q
+68.3%
-73.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.3% |
| 7D | +4.8% | +1.2% | +3.6% | +4.8% |
| 30D | +14.7% | -2.7% | +17.4% | +14.7% |
| 3M | -5.1% | -16.9% | +11.8% | -4.3% |
| 6M | -9.9% | -26.9% | +17.0% | -8.6% |
| YTD | -6.1% | +45.2% | -51.3% | -17.1% |
| 1Y | -4.0% | +38.1% | -42.1% | -14.4% |
| All | -4.9% | +68.3% | -73.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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