+222.0%
LHX vs ZBRA
+435.2%
-213.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.5% |
| 7D | -4.3% | -3.4% | -0.8% | -3.7% |
| 30D | -15.1% | -7.4% | -7.7% | -14.0% |
| 3M | -21.0% | +57.5% | -78.5% | -28.0% |
| 6M | -32.0% | +64.0% | -96.0% | -38.8% |
| YTD | -15.3% | +44.3% | -59.6% | -22.4% |
| 1Y | -11.1% | +10.9% | -21.9% | -14.4% |
| 3Y | +54.0% | +37.5% | +16.5% | +36.6% |
| 5Y | +17.1% | -39.7% | +56.8% | +22.9% |
| All | +222.0% | +435.2% | -213.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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