+19.2%
LHX vs RL
+233.3%
-214.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.9% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -13.2% | -17.5% | +4.4% | -12.3% |
| 3M | -18.4% | -14.0% | -4.4% | -17.8% |
| 6M | -32.0% | -2.0% | -30.0% | -32.0% |
| YTD | -13.6% | -4.6% | -9.0% | -13.7% |
| 1Y | -6.0% | +9.5% | -15.5% | -6.8% |
| 3Y | +57.9% | +200.5% | -142.5% | +44.6% |
| 5Y | +19.2% | +226.3% | -207.0% | +6.7% |
| All | +19.2% | +233.3% | -214.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling