+222.0%
LHX vs RJF
+429.3%
-207.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -2.7% | -1.5% | -3.5% |
| 30D | -15.1% | -4.3% | -10.9% | -14.1% |
| 3M | -21.0% | +15.7% | -36.7% | -24.5% |
| 6M | -32.0% | +17.8% | -49.8% | -35.5% |
| YTD | -15.3% | +9.2% | -24.5% | -18.0% |
| 1Y | -11.1% | +2.8% | -13.8% | -12.4% |
| 3Y | +54.0% | +69.5% | -15.4% | +27.2% |
| 5Y | +17.1% | +105.9% | -88.8% | -12.4% |
| All | +222.0% | +429.3% | -207.2% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling