-8.0%
LHX vs RBRK
+64.4%
-72.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.5% |
| 7D | -0.3% | -12.5% | +12.2% | 0.0% |
| 30D | +9.7% | -3.0% | +12.7% | +9.7% |
| 3M | -8.5% | +46.9% | -55.4% | -10.1% |
| 6M | -15.1% | +105.4% | -120.5% | -17.4% |
| YTD | -10.4% | +55.6% | -66.0% | -13.2% |
| All | -8.0% | +64.4% | -72.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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