+286.5%
LHX vs Z
+17.0%
+269.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | +0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -2.3% |
| 30D | -10.4% | -3.7% | -6.6% | -10.2% |
| 3M | -14.9% | -7.0% | -8.0% | -14.7% |
| 6M | -29.6% | -29.5% | -0.1% | -27.9% |
| YTD | -11.8% | -52.6% | +40.8% | -6.9% |
| 1Y | -5.1% | -64.0% | +58.9% | +2.3% |
| 3Y | +61.3% | -36.4% | +97.7% | +62.9% |
| 5Y | +22.4% | -65.8% | +88.1% | +27.2% |
| 10Y | +232.2% | -5.8% | +238.1% | +172.1% |
| All | +286.5% | +17.0% | +269.4% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling