+222.0%
LHX vs URA
+346.2%
-124.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.7% |
| 7D | -4.3% | -5.5% | +1.2% | -3.5% |
| 30D | -15.1% | -3.7% | -11.4% | -14.8% |
| 3M | -21.0% | -2.9% | -18.1% | -21.0% |
| 6M | -32.0% | -15.2% | -16.7% | -31.0% |
| YTD | -15.3% | +1.9% | -17.2% | -16.6% |
| 1Y | -11.1% | +6.9% | -18.0% | -13.7% |
| 3Y | +54.0% | +99.6% | -45.6% | +30.8% |
| 5Y | +17.1% | +101.2% | -84.0% | -4.1% |
| All | +222.0% | +346.2% | -124.1% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling