+212.5%
LHX vs RL
+337.1%
-124.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +4.8% | +2.6% | +2.2% | +4.4% |
| 30D | +14.7% | +2.9% | +11.7% | +14.0% |
| 3M | -5.1% | 0.0% | -5.1% | -5.3% |
| 6M | -9.9% | +17.1% | -27.0% | -12.7% |
| YTD | -6.1% | +10.1% | -16.2% | -8.5% |
| 1Y | -4.0% | +17.3% | -21.3% | -7.5% |
| 3Y | +56.9% | +249.3% | -192.4% | +20.5% |
| 5Y | +36.6% | +240.9% | -204.3% | +2.6% |
| All | +212.5% | +337.1% | -124.6% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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