+55.8%
LHX vs RIG
-30.5%
+86.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.8% | -4.2% | -0.6% | -4.5% |
| 30D | -12.7% | -0.7% | -12.1% | -12.7% |
| 3M | -17.6% | -4.0% | -13.6% | -17.5% |
| 6M | -30.7% | -6.3% | -24.4% | -30.6% |
| YTD | -14.3% | +39.7% | -54.1% | -17.1% |
| 1Y | -8.4% | +78.1% | -86.5% | -13.3% |
| All | +55.8% | -30.5% | +86.3% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling