+36.0%
LHX vs URI
+203.0%
-167.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +4.8% | +6.7% | -1.9% | +3.7% |
| 30D | +14.7% | +8.9% | +5.8% | +13.1% |
| 3M | -5.1% | +0.5% | -5.7% | -5.4% |
| 6M | -9.9% | +20.7% | -30.6% | -13.0% |
| YTD | -6.1% | +40.0% | -46.1% | -12.2% |
| 1Y | -4.0% | +34.4% | -38.4% | -9.7% |
| 3Y | +56.9% | +149.5% | -92.6% | +29.6% |
| All | +36.0% | +203.0% | -167.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling