+2,347.8%
LHX vs RMBS
+1,376.2%
+971.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -3.7% | +3.5% | -7.2% | -4.0% |
| 30D | -13.2% | -8.6% | -4.6% | -12.5% |
| 3M | -18.4% | -40.3% | +22.0% | -14.8% |
| 6M | -32.0% | -1.0% | -31.0% | -33.5% |
| YTD | -13.6% | -4.6% | -9.0% | -15.8% |
| 1Y | -6.0% | +17.6% | -23.5% | -10.9% |
| 3Y | +57.9% | +58.6% | -0.7% | +40.0% |
| 5Y | +19.2% | +270.9% | -251.7% | -5.3% |
| 10Y | +232.3% | +569.1% | -336.8% | +142.8% |
| All | +2,347.8% | +1,376.2% | +971.6% | +1,154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling