+3,992.0%
LHX vs RY
+11,573.6%
-7,581.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.0% | +3.1% | -5.1% | -3.3% |
| 30D | -9.9% | -0.3% | -9.6% | -9.9% |
| 3M | -16.5% | +8.7% | -25.1% | -19.8% |
| 6M | -29.6% | +28.5% | -58.1% | -37.3% |
| YTD | -11.6% | +25.1% | -36.7% | -20.4% |
| 1Y | -4.1% | +46.3% | -50.4% | -19.5% |
| 3Y | +53.3% | +154.9% | -101.7% | -0.9% |
| 5Y | +22.3% | +140.3% | -118.0% | -19.8% |
| 10Y | +231.9% | +377.0% | -145.2% | +57.9% |
| All | +3,992.0% | +11,573.6% | -7,581.7% | +590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling