-9.3%
LHX vs UL
+1.7%
-11.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.7% | -6.6% |
| 7D | -0.3% | +4.7% | -5.0% | -0.6% |
| 30D | +9.7% | +11.6% | -1.9% | +9.0% |
| 3M | -8.5% | +5.3% | -13.8% | -8.8% |
| 6M | -15.1% | +16.0% | -31.1% | -15.7% |
| YTD | -10.4% | +5.0% | -15.4% | -11.4% |
| 1Y | -9.3% | +1.1% | -10.4% | -10.2% |
| All | -9.3% | +1.7% | -11.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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