+56.9%
LHX vs RL
+250.5%
-193.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +4.8% | +2.6% | +2.2% | +4.7% |
| 30D | +14.7% | +2.9% | +11.7% | +14.5% |
| 3M | -5.1% | 0.0% | -5.1% | -5.2% |
| 6M | -9.9% | +17.1% | -27.0% | -10.6% |
| YTD | -6.1% | +10.1% | -16.2% | -6.7% |
| 1Y | -4.0% | +17.3% | -21.3% | -4.9% |
| 3Y | +56.9% | +249.3% | -192.4% | +48.0% |
| All | +56.9% | +250.5% | -193.6% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling