-8.4%
LHX vs RL
+9.4%
-17.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | -2.2% | -2.6% | -4.7% |
| 30D | -12.7% | -15.3% | +2.6% | -12.2% |
| 3M | -17.6% | -10.3% | -7.3% | -17.4% |
| 6M | -30.7% | -2.2% | -28.5% | -31.0% |
| YTD | -14.3% | -4.3% | -10.1% | -15.1% |
| 1Y | -8.4% | +8.9% | -17.3% | -10.3% |
| All | -8.4% | +9.4% | -17.8% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling