-9.3%
LHX vs XHB
+5.8%
-15.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.4% | -11.9% | -7.4% |
| 7D | -0.3% | +9.7% | -10.1% | -2.2% |
| 30D | +9.7% | +11.7% | -2.0% | +7.2% |
| 3M | -8.5% | -1.4% | -7.2% | -8.4% |
| 6M | -15.1% | +6.8% | -21.9% | -17.1% |
| YTD | -10.4% | +5.5% | -15.9% | -13.3% |
| 1Y | -9.3% | +5.1% | -14.4% | -12.1% |
| All | -9.3% | +5.8% | -15.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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