+24.8%
LHX vs ZYBT
-58.9%
+83.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -4.3% | -3.7% | -0.5% | -4.3% |
| 30D | -15.1% | 0.0% | -15.1% | -15.1% |
| 3M | -21.0% | +72.2% | -93.2% | -20.6% |
| 6M | -32.0% | +103.1% | -135.1% | -31.6% |
| YTD | -15.3% | +34.8% | -50.1% | -14.8% |
| 1Y | -11.1% | -83.2% | +72.1% | -9.9% |
| All | +24.8% | -58.9% | +83.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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