+740.1%
LHX vs XHB
+163.2%
+576.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -3.7% | -1.9% | -1.8% | -3.0% |
| 30D | -13.2% | -8.3% | -4.8% | -10.1% |
| 3M | -18.4% | -7.1% | -11.2% | -16.4% |
| 6M | -32.0% | -5.3% | -26.7% | -31.2% |
| YTD | -13.6% | -3.2% | -10.5% | -13.6% |
| 1Y | -6.0% | -13.9% | +7.9% | -1.6% |
| 3Y | +57.9% | +24.9% | +33.0% | +36.8% |
| 5Y | +19.2% | +34.5% | -15.3% | -3.4% |
| 10Y | +232.3% | +215.5% | +16.8% | +76.3% |
| All | +740.1% | +163.2% | +576.9% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling