+2,115.1%
LHX vs RBA
+4,035.9%
-1,920.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +5.3% | -0.5% | +5.9% | +5.5% |
| 30D | +15.8% | +6.8% | +9.0% | +13.9% |
| 3M | -6.1% | +9.5% | -15.5% | -8.3% |
| 6M | -11.4% | -8.2% | -3.2% | -10.3% |
| YTD | -6.3% | -7.7% | +1.5% | -5.7% |
| 1Y | -8.0% | -6.9% | -1.1% | -7.6% |
| 3Y | +58.1% | +61.6% | -3.6% | +36.7% |
| 5Y | +36.3% | +44.7% | -8.4% | +18.0% |
| 10Y | +216.9% | +205.3% | +11.5% | +115.8% |
| All | +2,115.1% | +4,035.9% | -1,920.8% | +751.2% |
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