+222.0%
LHX vs USFR
+28.1%
+193.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -15.1% | +0.4% | -15.5% | -15.2% |
| 3M | -21.0% | +1.0% | -22.0% | -21.1% |
| 6M | -32.0% | +2.0% | -34.0% | -32.2% |
| YTD | -15.3% | +2.8% | -18.1% | -15.8% |
| 1Y | -11.1% | +4.1% | -15.1% | -11.8% |
| 3Y | +54.0% | +14.1% | +39.9% | +50.0% |
| 5Y | +17.1% | +20.6% | -3.5% | +11.3% |
| All | +222.0% | +28.1% | +193.9% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling