+7,517.2%
LHX vs RRC
+1,194.1%
+6,323.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.7% | -1.7% | -2.0% | -3.6% |
| 30D | -13.2% | +3.6% | -16.8% | -13.4% |
| 3M | -18.4% | +8.8% | -27.2% | -19.0% |
| 6M | -32.0% | +0.8% | -32.7% | -32.1% |
| YTD | -13.6% | +19.0% | -32.6% | -15.1% |
| 1Y | -6.0% | +22.9% | -28.9% | -8.0% |
| 3Y | +57.9% | +32.3% | +25.6% | +52.4% |
| 5Y | +19.2% | +151.6% | -132.3% | +6.9% |
| 10Y | +232.3% | +5.5% | +226.7% | +195.4% |
| All | +7,517.2% | +1,194.1% | +6,323.1% | +5,672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling