+18.7%
LHX vs RUN
-81.0%
+99.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | -21.0% | -31.8% | +10.8% | -19.9% |
| 6M | -32.0% | -32.2% | +0.2% | -31.2% |
| YTD | -15.3% | -53.5% | +38.2% | -13.5% |
| 1Y | -11.1% | -46.5% | +35.5% | -10.0% |
| 3Y | +54.0% | -37.6% | +91.6% | +43.7% |
| All | +18.7% | -81.0% | +99.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling