+92.4%
LHX vs REPL
-17.3%
+109.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.6% |
| 7D | -4.8% | -13.4% | +8.6% | -4.5% |
| 30D | -12.7% | -3.0% | -9.7% | -12.7% |
| 3M | -17.6% | +56.3% | -74.0% | -19.4% |
| 6M | -30.7% | +60.9% | -91.6% | -33.7% |
| YTD | -14.3% | +36.2% | -50.6% | -17.8% |
| 1Y | -8.4% | +121.0% | -129.4% | -14.8% |
| 3Y | +56.7% | -32.8% | +89.5% | +42.8% |
| 5Y | +18.5% | -58.7% | +77.1% | +9.2% |
| All | +92.4% | -17.3% | +109.6% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling