+222.0%
LHX vs XRT
+128.2%
+93.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -4.3% | -3.2% | -1.1% | -3.4% |
| 30D | -15.1% | -4.5% | -10.6% | -14.1% |
| 3M | -21.0% | -3.1% | -17.9% | -20.4% |
| 6M | -32.0% | +4.2% | -36.2% | -33.0% |
| YTD | -15.3% | -0.1% | -15.2% | -15.6% |
| 1Y | -11.1% | -3.0% | -8.0% | -10.8% |
| 3Y | +54.0% | +41.8% | +12.2% | +36.1% |
| 5Y | +17.1% | -1.3% | +18.4% | +13.0% |
| All | +222.0% | +128.2% | +93.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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