-9.3%
LHX vs URA
-32.2%
+22.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.3% |
| 7D | -0.3% | -10.5% | +10.2% | +0.9% |
| 30D | +9.7% | -18.6% | +28.3% | +12.3% |
| 3M | -8.5% | -23.0% | +14.5% | -5.9% |
| 6M | -15.1% | -40.3% | +25.2% | -8.6% |
| YTD | -10.4% | -23.5% | +13.0% | -10.3% |
| 1Y | -9.3% | -31.1% | +21.8% | -7.6% |
| All | -9.3% | -32.2% | +22.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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