+18.7%
LHX vs RMBS
+265.4%
-246.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.3% | +1.8% | -6.0% | -4.3% |
| 30D | -15.1% | -13.9% | -1.2% | -14.8% |
| 3M | -21.0% | -39.8% | +18.8% | -19.8% |
| 6M | -32.0% | -6.0% | -26.0% | -33.1% |
| YTD | -15.3% | -5.4% | -10.0% | -16.9% |
| 1Y | -11.1% | -1.8% | -9.2% | -13.1% |
| 3Y | +54.0% | +53.7% | +0.4% | +44.4% |
| All | +18.7% | +265.4% | -246.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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