-9.3%
LHX vs USAR
-49.3%
+40.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.9% | -0.6% | -6.2% |
| 7D | -0.3% | -21.8% | +21.4% | +0.6% |
| 30D | +9.7% | -39.9% | +49.6% | +11.9% |
| 3M | -8.5% | -52.5% | +44.0% | -5.8% |
| 6M | -15.1% | -67.9% | +52.9% | -11.0% |
| YTD | -10.4% | -31.1% | +20.7% | -13.8% |
| 1Y | -9.3% | -49.8% | +40.5% | -11.2% |
| All | -9.3% | -49.3% | +40.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling