+2,276.2%
LHX vs RL
+1,366.2%
+910.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -9.9% | -7.8% | -2.2% | -8.3% |
| 3M | -16.5% | -4.0% | -12.5% | -16.1% |
| 6M | -29.6% | -1.9% | -27.7% | -30.0% |
| YTD | -11.6% | -0.2% | -11.4% | -12.7% |
| 1Y | -4.1% | +10.7% | -14.8% | -7.8% |
| 3Y | +53.3% | +210.8% | -157.5% | +11.3% |
| 5Y | +22.3% | +238.2% | -216.0% | -16.6% |
| 10Y | +231.9% | +313.4% | -81.5% | +98.9% |
| All | +2,276.2% | +1,366.2% | +910.1% | +837.4% |
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