-9.3%
LHX vs REGN
+45.3%
-54.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.1% | -6.2% |
| 7D | -0.3% | +14.4% | -14.8% | -0.7% |
| 30D | +9.7% | +28.1% | -18.5% | +8.8% |
| 3M | -8.5% | +22.5% | -31.0% | -9.1% |
| 6M | -15.1% | +31.6% | -46.7% | -15.9% |
| YTD | -10.4% | +21.0% | -31.5% | -10.6% |
| 1Y | -9.3% | +49.0% | -58.3% | -9.5% |
| All | -9.3% | +45.3% | -54.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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