-10.7%
LHX vs Q
+75.3%
-86.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.4% |
| 7D | -2.5% | +6.7% | -9.2% | -2.9% |
| 30D | -10.4% | -10.6% | +0.2% | -9.8% |
| 3M | -14.9% | -14.6% | -0.3% | -15.1% |
| 6M | -29.6% | +12.1% | -41.7% | -33.4% |
| YTD | -11.8% | +51.3% | -63.1% | -22.2% |
| All | -10.7% | +75.3% | -86.0% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling