-9.3%
LHX vs RY
+46.4%
-55.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.5% | -7.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.9% |
| 30D | +9.7% | +8.4% | +1.2% | +7.2% |
| 3M | -8.5% | +1.2% | -9.8% | -8.8% |
| 6M | -15.1% | +19.4% | -34.5% | -21.5% |
| YTD | -10.4% | +25.4% | -35.9% | -19.7% |
| 1Y | -9.3% | +46.7% | -56.0% | -27.9% |
| All | -9.3% | +46.4% | -55.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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