+36.0%
LHX vs XRT
-4.8%
+40.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | +1.7% | +3.1% | +4.5% |
| 30D | +14.7% | +7.5% | +7.2% | +13.0% |
| 3M | -5.1% | +2.2% | -7.3% | -5.6% |
| 6M | -9.9% | +14.7% | -24.6% | -12.5% |
| YTD | -6.1% | +7.5% | -13.6% | -7.7% |
| 1Y | -4.0% | +14.1% | -18.1% | -6.8% |
| 3Y | +56.9% | +58.8% | -1.9% | +41.1% |
| All | +36.0% | -4.8% | +40.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling