+438.3%
LHX vs RNG
+301.7%
+136.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -4.3% | -6.1% | +1.8% | -3.8% |
| 30D | -15.1% | +9.6% | -24.7% | -15.8% |
| 3M | -21.0% | +83.3% | -104.3% | -25.0% |
| 6M | -32.0% | +77.9% | -109.9% | -35.7% |
| YTD | -15.3% | +139.9% | -155.2% | -22.5% |
| 1Y | -11.1% | +121.7% | -132.7% | -18.2% |
| 3Y | +54.0% | +121.9% | -67.9% | +38.3% |
| 5Y | +17.1% | -68.4% | +85.5% | +23.8% |
| 10Y | +225.8% | +220.0% | +5.8% | +113.3% |
| All | +438.3% | +301.7% | +136.6% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling