+57.1%
LHX vs ROL
-1.5%
+58.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | -13.2% | -7.2% | -5.9% | -11.7% |
| 3M | -18.4% | -27.0% | +8.6% | -12.3% |
| 6M | -32.0% | -39.5% | +7.6% | -22.9% |
| YTD | -13.6% | -41.8% | +28.2% | -1.7% |
| 1Y | -6.0% | -38.9% | +32.9% | +5.3% |
| All | +57.1% | -1.5% | +58.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling