+222.0%
LHX vs RIG
-41.2%
+263.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -4.3% | -3.1% | -1.2% | -4.0% |
| 30D | -15.1% | -0.5% | -14.6% | -15.1% |
| 3M | -21.0% | -6.0% | -15.0% | -20.7% |
| 6M | -32.0% | -10.1% | -21.9% | -31.7% |
| YTD | -15.3% | +37.3% | -52.6% | -18.1% |
| 1Y | -11.1% | +73.9% | -85.0% | -15.9% |
| 3Y | +54.0% | -30.2% | +84.2% | +53.5% |
| 5Y | +17.1% | +62.5% | -45.3% | +5.3% |
| All | +222.0% | -41.2% | +263.2% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling