+967.0%
LHX vs XRT
+514.3%
+452.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -9.9% | -4.2% | -5.8% | -8.2% |
| 3M | -16.5% | +5.1% | -21.6% | -18.7% |
| 6M | -29.6% | +2.4% | -32.0% | -30.8% |
| YTD | -11.6% | +3.2% | -14.8% | -13.5% |
| 1Y | -4.1% | +1.5% | -5.6% | -5.8% |
| 3Y | +53.3% | +40.6% | +12.7% | +25.5% |
| 5Y | +22.3% | -1.0% | +23.2% | +13.3% |
| 10Y | +231.9% | +128.4% | +103.4% | +70.5% |
| All | +967.0% | +514.3% | +452.6% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling