-8.4%
LHX vs URI
+5.1%
-13.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -12.7% | -13.4% | +0.6% | -11.3% |
| 3M | -17.6% | -6.2% | -11.4% | -17.2% |
| 6M | -30.7% | +28.0% | -58.7% | -33.5% |
| YTD | -14.3% | +23.0% | -37.3% | -17.5% |
| 1Y | -8.4% | +5.5% | -13.9% | -9.9% |
| All | -8.4% | +5.1% | -13.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling