-5.5%
LHX vs RF
+19.4%
-25.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.8% |
| 6M | -7.1% | +5.9% | -13.0% | -8.9% |
| YTD | -4.8% | +9.0% | -13.9% | -9.6% |
| 1Y | -5.5% | +19.3% | -24.8% | -12.2% |
| All | -5.5% | +19.4% | -25.0% | -12.2% |
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