+9,502.8%
LHX vs REGN
+3,485.7%
+6,017.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.0% |
| 7D | -4.3% | -5.6% | +1.3% | -3.8% |
| 30D | -15.1% | -2.0% | -13.2% | -15.0% |
| 3M | -21.0% | +28.0% | -48.9% | -22.8% |
| 6M | -32.0% | +1.2% | -33.1% | -32.2% |
| YTD | -15.3% | +1.6% | -17.0% | -15.7% |
| 1Y | -11.1% | +38.2% | -49.3% | -14.1% |
| 3Y | +54.0% | -5.4% | +59.4% | +52.7% |
| 5Y | +17.1% | +21.3% | -4.2% | +12.7% |
| 10Y | +225.8% | +105.2% | +120.6% | +193.9% |
| All | +9,502.8% | +3,485.7% | +6,017.1% | +5,302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling