+211.9%
LHX vs URI
+1,189.9%
-977.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +5.3% | +9.3% | -4.0% | +3.4% |
| 30D | +15.8% | +7.6% | +8.2% | +14.1% |
| 3M | -6.1% | +1.0% | -7.1% | -6.5% |
| 6M | -11.4% | +19.8% | -31.2% | -15.1% |
| YTD | -6.3% | +41.9% | -48.1% | -14.1% |
| 1Y | -8.0% | +33.4% | -41.3% | -14.6% |
| 3Y | +58.1% | +156.0% | -98.0% | +24.4% |
| 5Y | +36.3% | +209.5% | -173.2% | 0.0% |
| All | +211.9% | +1,189.9% | -977.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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