-6.0%
LHX vs RF
+15.2%
-21.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -19.6% |
| 6M | -32.0% | +13.1% | -45.0% | -34.2% |
| YTD | -13.6% | +13.6% | -27.2% | -17.9% |
| 1Y | -6.0% | +16.0% | -21.9% | -13.7% |
| All | -6.0% | +15.2% | -21.1% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling