-8.4%
LHX vs RBA
-30.1%
+21.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -4.8% | -3.3% | -1.5% | -4.3% |
| 30D | -12.7% | -9.8% | -3.0% | -11.4% |
| 3M | -17.6% | -23.5% | +5.8% | -14.4% |
| 6M | -30.7% | -21.5% | -9.2% | -28.6% |
| YTD | -14.3% | -21.2% | +6.8% | -13.6% |
| 1Y | -8.4% | -30.2% | +21.8% | -4.9% |
| All | -8.4% | -30.1% | +21.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling