+19.2%
LHX vs URA
+132.7%
-113.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.9% |
| 7D | -3.7% | +5.7% | -9.4% | -4.3% |
| 30D | -13.2% | +5.6% | -18.7% | -13.8% |
| 3M | -18.4% | +6.2% | -24.6% | -19.1% |
| 6M | -32.0% | -8.2% | -23.7% | -31.7% |
| YTD | -13.6% | +9.7% | -23.3% | -15.1% |
| 1Y | -6.0% | +17.0% | -22.9% | -8.6% |
| 3Y | +57.9% | +118.5% | -60.5% | +39.3% |
| 5Y | +19.2% | +134.3% | -115.1% | +2.2% |
| All | +19.2% | +132.7% | -113.5% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling