+18.7%
LHX vs RJF
+104.0%
-85.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -2.7% | -1.5% | -3.7% |
| 30D | -15.1% | -4.3% | -10.9% | -14.4% |
| 3M | -21.0% | +15.7% | -36.7% | -23.3% |
| 6M | -32.0% | +17.8% | -49.8% | -34.3% |
| YTD | -15.3% | +9.2% | -24.5% | -17.1% |
| 1Y | -11.1% | +2.8% | -13.8% | -11.9% |
| 3Y | +54.0% | +69.5% | -15.4% | +36.5% |
| All | +18.7% | +104.0% | -85.3% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling