+38.1%
LHX vs USAR
+74.0%
-35.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.0% | -2.1% | +0.2% | -1.9% |
| 30D | -9.9% | +2.6% | -12.6% | -10.0% |
| 3M | -16.5% | -35.0% | +18.5% | -16.2% |
| 6M | -29.6% | -6.9% | -22.7% | -29.7% |
| YTD | -11.6% | +48.0% | -59.5% | -11.7% |
| 1Y | -4.1% | +24.8% | -28.9% | -3.8% |
| 3Y | +53.3% | +73.2% | -20.0% | +63.6% |
| All | +38.1% | +74.0% | -35.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling