+222.4%
LHX vs RY
+355.6%
-133.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +6.5% | -3.0% | +9.5% | +8.0% |
| 30D | +16.1% | +6.3% | +9.8% | +12.6% |
| 3M | -2.8% | -2.6% | -0.2% | -1.8% |
| 6M | -7.7% | +13.9% | -21.6% | -14.0% |
| YTD | -4.6% | +21.7% | -26.3% | -14.1% |
| 1Y | -6.8% | +40.4% | -47.2% | -21.9% |
| 3Y | +60.8% | +161.3% | -100.5% | -3.6% |
| 5Y | +39.5% | +126.5% | -86.9% | -11.2% |
| 10Y | +222.4% | +354.3% | -131.9% | +46.6% |
| All | +222.4% | +355.6% | -133.2% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling