+370.4%
LHX vs USFR
+27.7%
+342.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 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% | -21.0% |
| 6M | -32.0% | +2.0% | -34.0% | -32.1% |
| YTD | -15.3% | +2.8% | -18.1% | -15.5% |
| 1Y | -11.1% | +4.1% | -15.1% | -11.4% |
| 3Y | +54.0% | +14.1% | +39.9% | +52.1% |
| 5Y | +17.1% | +20.6% | -3.5% | +14.8% |
| 10Y | +225.8% | +28.1% | +197.7% | +217.9% |
| All | +370.4% | +27.7% | +342.7% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling