+7,517.2%
LHX vs UL
+2,587.5%
+4,929.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -3.7% | -3.2% | -0.5% | -2.6% |
| 30D | -13.2% | -0.6% | -12.6% | -13.0% |
| 3M | -18.4% | +9.4% | -27.8% | -21.1% |
| 6M | -32.0% | -4.1% | -27.8% | -31.4% |
| YTD | -13.6% | -2.0% | -11.7% | -13.8% |
| 1Y | -6.0% | -9.0% | +3.0% | -4.1% |
| 3Y | +57.9% | +21.8% | +36.1% | +44.3% |
| 5Y | +19.2% | +20.6% | -1.4% | +7.1% |
| 10Y | +232.3% | +67.7% | +164.5% | +160.4% |
| All | +7,517.2% | +2,587.5% | +4,929.7% | +2,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling