-9.3%
LHX vs XLRE
+14.1%
-23.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.8% | -8.0% |
| 7D | -0.3% | +7.1% | -7.4% | -4.0% |
| 30D | +9.7% | +10.9% | -1.3% | +3.8% |
| 3M | -8.5% | +0.7% | -9.3% | -9.1% |
| 6M | -15.1% | +4.1% | -19.2% | -17.2% |
| YTD | -10.4% | +14.5% | -24.9% | -17.8% |
| 1Y | -9.3% | +14.1% | -23.4% | -16.6% |
| All | -9.3% | +14.1% | -23.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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