-9.3%
LHX vs RUN
-53.7%
+44.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.7% | -6.5% |
| 7D | -0.3% | +18.5% | -18.8% | -0.6% |
| 30D | +9.7% | +15.5% | -5.9% | +9.3% |
| 3M | -8.5% | -20.3% | +11.8% | -8.4% |
| 6M | -15.1% | -30.8% | +15.7% | -14.9% |
| YTD | -10.4% | -52.2% | +41.8% | -10.4% |
| 1Y | -9.3% | -53.9% | +44.6% | -9.5% |
| All | -9.3% | -53.7% | +44.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling