+222.0%
LHX vs ROST
+317.9%
-95.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -1.7% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | -15.1% | -6.9% | -8.3% | -13.8% |
| 3M | -21.0% | -3.3% | -17.7% | -20.6% |
| 6M | -32.0% | +9.0% | -41.0% | -33.7% |
| YTD | -15.3% | +28.9% | -44.2% | -20.8% |
| 1Y | -11.1% | +54.0% | -65.0% | -20.5% |
| 3Y | +54.0% | +100.7% | -46.7% | +27.2% |
| 5Y | +17.1% | +116.0% | -98.9% | -7.5% |
| All | +222.0% | +317.9% | -95.8% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling