+55.8%
LHX vs RRC
+31.5%
+24.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | -12.7% | +3.0% | -15.7% | -13.0% |
| 3M | -17.6% | +7.3% | -24.9% | -18.3% |
| 6M | -30.7% | +3.6% | -34.3% | -31.2% |
| YTD | -14.3% | +19.4% | -33.7% | -16.5% |
| 1Y | -8.4% | +21.4% | -29.8% | -11.1% |
| All | +55.8% | +31.5% | +24.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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