+7,455.1%
LHX vs RRX
+3,748.6%
+3,706.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -4.8% | -3.7% | -1.1% | -3.9% |
| 30D | -12.7% | -9.3% | -3.5% | -10.6% |
| 3M | -17.6% | -21.8% | +4.2% | -13.6% |
| 6M | -30.7% | -22.0% | -8.7% | -28.2% |
| YTD | -14.3% | +11.9% | -26.3% | -20.0% |
| 1Y | -8.4% | +11.6% | -20.0% | -14.9% |
| 3Y | +56.7% | +2.2% | +54.5% | +41.2% |
| 5Y | +18.5% | +14.9% | +3.6% | -0.4% |
| 10Y | +229.6% | +214.2% | +15.3% | +97.0% |
| All | +7,455.1% | +3,748.6% | +3,706.5% | +3,068.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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