+222.0%
LHX vs UL
+66.7%
+155.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -4.3% | -3.4% | -0.9% | -3.3% |
| 30D | -15.1% | +0.5% | -15.6% | -15.3% |
| 3M | -21.0% | +7.2% | -28.2% | -22.9% |
| 6M | -32.0% | -3.1% | -28.9% | -31.7% |
| YTD | -15.3% | -2.7% | -12.6% | -15.2% |
| 1Y | -11.1% | -10.2% | -0.8% | -8.8% |
| 3Y | +54.0% | +20.3% | +33.8% | +41.5% |
| 5Y | +17.1% | +19.9% | -2.8% | +6.1% |
| All | +222.0% | +66.7% | +155.4% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling