+7,805.6%
LHX vs RF
+1,423.8%
+6,381.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | +11.2% | +6.0% | +5.2% | +9.9% |
| 3M | -9.8% | -8.9% | -0.9% | -8.1% |
| 6M | -13.2% | +2.3% | -15.6% | -13.8% |
| YTD | -10.4% | +7.6% | -17.9% | -12.0% |
| 1Y | -7.3% | +21.2% | -28.5% | -11.2% |
| 3Y | +51.5% | +108.5% | -57.1% | +28.4% |
| 5Y | +28.2% | +43.2% | -15.0% | +14.8% |
| 10Y | +232.4% | +288.1% | -55.6% | +131.6% |
| All | +7,805.6% | +1,423.8% | +6,381.7% | +2,603.8% |
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