+225.8%
LHX vs URI
+1,233.8%
-1,008.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -12.7% | -13.4% | +0.6% | -10.3% |
| 3M | -17.6% | -6.2% | -11.4% | -16.9% |
| 6M | -30.7% | +28.0% | -58.7% | -34.8% |
| YTD | -14.3% | +23.0% | -37.3% | -19.1% |
| 1Y | -8.4% | +5.5% | -13.9% | -10.9% |
| 3Y | +56.7% | +119.2% | -62.5% | +27.3% |
| 5Y | +18.5% | +201.0% | -182.6% | -12.7% |
| All | +225.8% | +1,233.8% | -1,008.1% | +66.0% |
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