-9.3%
LHX vs RIG
+43.0%
-52.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.6% | +1.2% | -5.9% |
| 7D | -0.3% | -18.8% | +18.4% | +0.9% |
| 30D | +9.7% | -1.1% | +10.7% | +9.6% |
| 3M | -8.5% | +4.4% | -12.9% | -9.1% |
| 6M | -15.1% | -20.8% | +5.7% | -13.7% |
| YTD | -10.4% | +32.0% | -42.4% | -15.0% |
| 1Y | -9.3% | +39.7% | -49.0% | -15.8% |
| All | -9.3% | +43.0% | -52.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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