+61.3%
LHX vs URI
+126.5%
-65.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.5% | +2.5% | -5.0% | -2.9% |
| 30D | -10.4% | -12.5% | +2.2% | -8.6% |
| 3M | -14.9% | -6.2% | -8.7% | -14.4% |
| 6M | -29.6% | +25.9% | -55.5% | -32.6% |
| YTD | -11.8% | +26.2% | -38.0% | -15.8% |
| 1Y | -5.1% | +5.5% | -10.6% | -6.8% |
| 3Y | +61.3% | +125.0% | -63.7% | +34.9% |
| All | +61.3% | +126.5% | -65.2% | +34.9% |
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 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