+222.0%
LHX vs UUUU
+465.5%
-243.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.8% | -0.8% |
| 7D | -4.3% | -10.5% | +6.3% | -3.6% |
| 30D | -15.1% | -10.5% | -4.6% | -14.6% |
| 3M | -21.0% | -14.1% | -6.8% | -20.5% |
| 6M | -32.0% | -35.5% | +3.5% | -30.7% |
| YTD | -15.3% | -10.9% | -4.4% | -15.9% |
| 1Y | -11.1% | +3.4% | -14.4% | -13.3% |
| 3Y | +54.0% | +73.1% | -19.1% | +41.3% |
| 5Y | +17.1% | +87.1% | -70.0% | +3.5% |
| All | +222.0% | +465.5% | -243.5% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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