+2,423.6%
LHX vs RL
+1,517.3%
+906.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +4.8% | +2.6% | +2.2% | +4.2% |
| 30D | +14.7% | +2.9% | +11.7% | +13.7% |
| 3M | -5.1% | 0.0% | -5.1% | -5.4% |
| 6M | -9.9% | +17.1% | -27.0% | -13.9% |
| YTD | -6.1% | +10.1% | -16.2% | -9.5% |
| 1Y | -4.0% | +17.3% | -21.3% | -9.0% |
| 3Y | +56.9% | +249.3% | -192.4% | +10.8% |
| 5Y | +36.6% | +240.9% | -204.3% | -6.6% |
| 10Y | +217.5% | +337.3% | -119.8% | +87.8% |
| All | +2,423.6% | +1,517.3% | +906.3% | +871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling