+61.3%
LHX vs RY
+159.6%
-98.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.5% | +2.7% | -5.2% | -3.3% |
| 30D | -10.4% | -1.0% | -9.4% | -10.1% |
| 3M | -14.9% | +7.6% | -22.6% | -17.2% |
| 6M | -29.6% | +29.5% | -59.1% | -35.8% |
| YTD | -11.8% | +24.2% | -36.0% | -18.5% |
| 1Y | -5.1% | +46.4% | -51.5% | -17.0% |
| 3Y | +61.3% | +159.4% | -98.1% | +10.0% |
| All | +61.3% | +159.6% | -98.3% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling