-4.5%
LHX vs XLRE
+9.1%
-13.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -10.4% | -2.8% | -7.6% | -9.1% |
| 3M | -16.9% | -0.2% | -16.7% | -16.8% |
| 6M | -29.9% | +1.9% | -31.9% | -30.8% |
| YTD | -12.0% | +10.6% | -22.5% | -16.6% |
| 1Y | -4.5% | +8.8% | -13.4% | -9.0% |
| All | -4.5% | +9.1% | -13.7% | -9.0% |
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