+222.0%
LHX vs REGN
+105.3%
+116.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.9% |
| 7D | -4.3% | -5.6% | +1.3% | -3.5% |
| 30D | -15.1% | -2.0% | -13.2% | -15.0% |
| 3M | -21.0% | +28.0% | -48.9% | -23.7% |
| 6M | -32.0% | +1.2% | -33.1% | -32.3% |
| YTD | -15.3% | +1.6% | -17.0% | -15.9% |
| 1Y | -11.1% | +38.2% | -49.3% | -15.7% |
| 3Y | +54.0% | -5.4% | +59.4% | +52.6% |
| 5Y | +17.1% | +21.3% | -4.2% | +9.9% |
| All | +222.0% | +105.3% | +116.8% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling