+2,378.8%
LHX vs URI
+7,134.6%
-4,755.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -2.0% | -2.0% | 0.0% | -1.6% |
| 30D | -9.9% | -12.9% | +3.0% | -7.5% |
| 3M | -16.5% | -6.7% | -9.7% | -15.6% |
| 6M | -29.6% | +19.0% | -48.6% | -32.8% |
| YTD | -11.6% | +25.5% | -37.1% | -16.9% |
| 1Y | -4.1% | +5.5% | -9.6% | -6.8% |
| 3Y | +53.3% | +111.3% | -58.1% | +26.0% |
| 5Y | +22.3% | +198.6% | -176.3% | -8.9% |
| 10Y | +231.9% | +1,179.9% | -948.0% | +68.9% |
| All | +2,378.8% | +7,134.6% | -4,755.8% | +537.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling