-30.7%
LHX vs RJF
+15.8%
-46.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.8% | -4.2% | -0.6% | -3.7% |
| 30D | -12.7% | -3.6% | -9.1% | -11.8% |
| 3M | -17.6% | +15.6% | -33.3% | -20.5% |
| 6M | -30.7% | +17.6% | -48.3% | -33.7% |
| All | -30.7% | +15.8% | -46.5% | -33.7% |
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 2026-03-10 to 2026-09-10: 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…
2026-03-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling