-9.3%
LHX vs RJF
+7.8%
-17.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.3% | -10.8% | -7.5% |
| 7D | -0.3% | +7.2% | -7.5% | -2.2% |
| 30D | +9.7% | +4.9% | +4.7% | +8.1% |
| 3M | -8.5% | -5.5% | -3.0% | -7.4% |
| 6M | -15.1% | +8.0% | -23.1% | -16.8% |
| YTD | -10.4% | +6.2% | -16.6% | -13.1% |
| 1Y | -9.3% | +7.8% | -17.1% | -12.5% |
| All | -9.3% | +7.8% | -17.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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