+56.9%
LHX vs REPL
+97.7%
-40.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.8% | +1.2% | +3.5% | +4.8% |
| 30D | +14.7% | +92.2% | -77.5% | +13.8% |
| 3M | -5.1% | +44.1% | -49.2% | -5.6% |
| 6M | -9.9% | +313.0% | -322.9% | -12.0% |
| YTD | -6.1% | +125.2% | -131.3% | -8.2% |
| 1Y | -4.0% | +143.8% | -147.8% | -6.2% |
| 3Y | +56.9% | +104.2% | -47.3% | +47.1% |
| All | +56.9% | +97.7% | -40.8% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling