+7,679.3%
LHX vs ROST
+69,900.9%
-62,221.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -10.4% | -10.0% | -0.4% | -8.7% |
| 3M | -14.9% | +1.2% | -16.2% | -15.3% |
| 6M | -29.6% | +8.9% | -38.6% | -31.0% |
| YTD | -11.8% | +28.1% | -39.9% | -16.0% |
| 1Y | -5.1% | +53.0% | -58.0% | -12.6% |
| 3Y | +61.3% | +97.9% | -36.5% | +40.6% |
| 5Y | +22.4% | +112.0% | -89.6% | +3.0% |
| 10Y | +232.2% | +303.0% | -70.7% | +143.9% |
| All | +7,679.3% | +69,900.9% | -62,221.5% | +2,591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling