+2,532.4%
LHX vs URI
+7,970.4%
-5,437.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +4.8% | +6.7% | -1.9% | +3.4% |
| 30D | +14.7% | +8.9% | +5.8% | +12.7% |
| 3M | -5.1% | +0.5% | -5.7% | -5.5% |
| 6M | -9.9% | +20.7% | -30.6% | -13.8% |
| YTD | -6.1% | +40.0% | -46.1% | -13.8% |
| 1Y | -4.0% | +34.4% | -38.4% | -11.2% |
| 3Y | +56.9% | +149.5% | -92.6% | +24.7% |
| 5Y | +36.6% | +205.6% | -169.0% | +1.4% |
| 10Y | +217.5% | +1,183.1% | -965.6% | +62.0% |
| All | +2,532.4% | +7,970.4% | -5,437.9% | +561.3% |
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