+222.0%
LHX vs Z
-2.5%
+224.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.4% |
| 7D | -4.3% | -6.0% | +1.8% | -3.8% |
| 30D | -15.1% | -2.3% | -12.9% | -15.1% |
| 3M | -21.0% | -0.6% | -20.4% | -21.1% |
| 6M | -32.0% | -27.6% | -4.4% | -30.6% |
| YTD | -15.3% | -52.4% | +37.0% | -11.1% |
| 1Y | -11.1% | -63.6% | +52.5% | -4.9% |
| 3Y | +54.0% | -36.4% | +90.4% | +55.5% |
| 5Y | +17.1% | -64.6% | +81.7% | +20.9% |
| All | +222.0% | -2.5% | +224.5% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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