-9.3%
LHX vs RNG
+179.4%
-188.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.2% | -6.5% |
| 7D | -0.3% | -9.6% | +9.2% | -0.4% |
| 30D | +9.7% | -1.4% | +11.0% | +9.6% |
| 3M | -8.5% | +28.8% | -37.3% | -8.7% |
| 6M | -15.1% | +65.6% | -80.7% | -14.9% |
| YTD | -10.4% | +171.4% | -181.8% | -8.1% |
| 1Y | -9.3% | +185.3% | -194.6% | -7.3% |
| All | -9.3% | +179.4% | -188.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling