+274.9%
LHX vs RUN
-32.6%
+307.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.8% |
| 7D | -3.7% | -1.8% | -1.9% | -3.6% |
| 30D | -13.2% | -10.8% | -2.3% | -12.7% |
| 3M | -18.4% | -30.2% | +11.8% | -17.1% |
| 6M | -32.0% | -22.3% | -9.6% | -31.5% |
| YTD | -13.6% | -52.2% | +38.5% | -11.4% |
| 1Y | -6.0% | -45.1% | +39.1% | -4.7% |
| 3Y | +57.9% | -37.1% | +95.0% | +47.6% |
| 5Y | +19.2% | -80.3% | +99.5% | +16.1% |
| 10Y | +232.3% | +45.2% | +187.0% | +162.3% |
| All | +274.9% | -32.6% | +307.5% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling