+1,989.7%
LHX vs RBA
+3,565.5%
-1,575.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.0% | -2.9% | +1.0% | -1.3% |
| 30D | -9.9% | -12.3% | +2.4% | -7.2% |
| 3M | -16.5% | -20.5% | +4.0% | -12.3% |
| 6M | -29.6% | -18.5% | -11.0% | -26.7% |
| YTD | -11.6% | -18.2% | +6.7% | -8.2% |
| 1Y | -4.1% | -27.5% | +23.4% | +2.4% |
| 3Y | +53.3% | +38.1% | +15.2% | +37.5% |
| 5Y | +22.3% | +44.8% | -22.5% | +5.5% |
| 10Y | +231.9% | +187.1% | +44.7% | +129.3% |
| All | +1,989.7% | +3,565.5% | -1,575.8% | +727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling