+56.6%
LHX vs URI
+156.4%
-99.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +5.3% | +9.3% | -4.0% | +3.9% |
| 30D | +15.8% | +7.6% | +8.2% | +14.6% |
| 3M | -6.1% | +1.0% | -7.1% | -6.3% |
| 6M | -11.4% | +19.8% | -31.2% | -14.1% |
| YTD | -6.3% | +41.9% | -48.1% | -11.9% |
| 1Y | -8.0% | +33.4% | -41.3% | -12.7% |
| All | +56.6% | +156.4% | -99.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling