+18.5%
LHX vs RGEN
-44.2%
+62.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | -2.9% | -1.9% | -4.6% |
| 30D | -12.7% | -0.1% | -12.7% | -12.8% |
| 3M | -17.6% | +25.9% | -43.6% | -19.1% |
| 6M | -30.7% | +35.2% | -65.9% | -32.5% |
| YTD | -14.3% | +0.5% | -14.9% | -14.8% |
| 1Y | -8.4% | +37.0% | -45.4% | -10.8% |
| 3Y | +56.7% | +2.0% | +54.6% | +52.5% |
| 5Y | +18.5% | -44.2% | +62.6% | +10.5% |
| All | +18.5% | -44.2% | +62.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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