+222.0%
LHX vs RUN
+42.2%
+179.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -4.3% | -3.7% | -0.5% | -4.1% |
| 30D | -15.1% | -13.0% | -2.1% | -14.5% |
| 3M | -21.0% | -31.8% | +10.8% | -19.6% |
| 6M | -32.0% | -32.2% | +0.2% | -31.0% |
| YTD | -15.3% | -53.5% | +38.2% | -13.0% |
| 1Y | -11.1% | -46.5% | +35.5% | -9.7% |
| 3Y | +54.0% | -37.6% | +91.6% | +43.2% |
| 5Y | +17.1% | -80.9% | +98.0% | +14.2% |
| All | +222.0% | +42.2% | +179.8% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling