+223.6%
LHX vs RF
+248.4%
-24.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | +16.5% | +6.2% | +10.3% | +14.8% |
| 3M | -4.3% | -7.8% | +3.6% | -2.4% |
| 6M | -7.1% | +5.9% | -13.0% | -8.5% |
| YTD | -4.8% | +9.0% | -13.9% | -7.2% |
| 1Y | -5.5% | +19.3% | -24.8% | -9.9% |
| 3Y | +60.5% | +116.4% | -56.0% | +29.7% |
| 5Y | +36.4% | +46.0% | -9.6% | +18.5% |
| 10Y | +223.6% | +239.8% | -16.2% | +114.3% |
| All | +223.6% | +248.4% | -24.8% | +114.3% |
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