-9.3%
LHX vs REPL
+125.1%
-134.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -0.3% | +28.8% | -29.2% | -0.5% |
| 30D | +9.7% | +57.3% | -47.7% | +9.3% |
| 3M | -8.5% | +73.6% | -82.1% | -8.8% |
| 6M | -15.1% | +582.8% | -597.9% | -15.5% |
| YTD | -10.4% | +112.9% | -123.3% | -12.2% |
| 1Y | -9.3% | +130.7% | -140.0% | -13.3% |
| All | -9.3% | +125.1% | -134.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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