-4.0%
LHX vs RY
+38.8%
-42.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +14.7% | +5.0% | +9.6% | +13.1% |
| 3M | -5.1% | -5.3% | +0.2% | -4.0% |
| 6M | -9.9% | +13.8% | -23.7% | -15.0% |
| YTD | -6.1% | +21.0% | -27.0% | -14.3% |
| 1Y | -4.0% | +40.5% | -44.5% | -19.5% |
| All | -4.0% | +38.8% | -42.8% | -19.5% |
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