+124.3%
LHX vs ROKU
+875.4%
-751.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -2.6% | -2.2% | -4.7% |
| 30D | -12.7% | +2.1% | -14.9% | -12.8% |
| 3M | -17.6% | +31.8% | -49.4% | -18.6% |
| 6M | -30.7% | +53.3% | -84.0% | -32.0% |
| YTD | -14.3% | +42.1% | -56.4% | -15.8% |
| 1Y | -8.4% | +62.3% | -70.7% | -10.5% |
| 3Y | +56.7% | +84.6% | -28.0% | +49.9% |
| 5Y | +18.5% | -53.1% | +71.5% | +17.5% |
| All | +124.3% | +875.4% | -751.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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