+369.0%
LIN vs LHX
+228.2%
+140.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -4.0% | -3.7% | -0.2% | -2.9% |
| 30D | -4.9% | -13.2% | +8.2% | -0.9% |
| 3M | -9.2% | -18.4% | +9.2% | -4.0% |
| 6M | -2.6% | -32.0% | +29.4% | +8.7% |
| YTD | +10.5% | -13.6% | +24.2% | +13.9% |
| 1Y | -0.1% | -6.0% | +5.9% | -0.1% |
| 3Y | +25.4% | +57.9% | -32.6% | +4.4% |
| 5Y | +59.7% | +19.2% | +40.5% | +42.6% |
| 10Y | +369.0% | +232.3% | +136.7% | +197.8% |
| All | +369.0% | +228.2% | +140.7% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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