+22.4%
LHX vs RF
+89.9%
-67.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.5% | +2.7% | -5.2% | -3.0% |
| 30D | -10.4% | -3.4% | -7.0% | -9.8% |
| 3M | -14.9% | +6.4% | -21.3% | -16.1% |
| 6M | -29.6% | +13.4% | -43.0% | -31.5% |
| YTD | -11.8% | +14.2% | -26.1% | -14.5% |
| 1Y | -5.1% | +15.7% | -20.8% | -8.3% |
| 3Y | +61.3% | +91.3% | -30.0% | +38.3% |
| 5Y | +22.4% | +89.8% | -67.4% | +4.7% |
| All | +22.4% | +89.9% | -67.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling