+232.3%
LHX vs RF
+334.5%
-102.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -13.2% | -4.0% | -9.1% | -12.3% |
| 3M | -18.4% | +5.6% | -23.9% | -19.5% |
| 6M | -32.0% | +13.1% | -45.0% | -34.1% |
| YTD | -13.6% | +13.6% | -27.2% | -16.7% |
| 1Y | -6.0% | +16.0% | -21.9% | -9.8% |
| 3Y | +57.9% | +90.2% | -32.2% | +31.1% |
| 5Y | +19.2% | +87.0% | -67.8% | -3.4% |
| 10Y | +232.3% | +338.5% | -106.2% | +81.7% |
| All | +232.3% | +334.5% | -102.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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