+7,700.9%
LHX vs RF
+1,537.4%
+6,163.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | -9.9% | -3.6% | -6.3% | -9.3% |
| 3M | -16.5% | +8.1% | -24.6% | -17.9% |
| 6M | -29.6% | +11.5% | -41.1% | -31.2% |
| YTD | -11.6% | +15.6% | -27.1% | -14.4% |
| 1Y | -4.1% | +15.7% | -19.8% | -7.3% |
| 3Y | +53.3% | +86.9% | -33.6% | +32.5% |
| 5Y | +22.3% | +89.8% | -67.6% | +3.4% |
| 10Y | +231.9% | +344.7% | -112.8% | +125.1% |
| All | +7,700.9% | +1,537.4% | +6,163.5% | +2,530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling