+25.8%
LIN vs LHX
+60.8%
-35.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -3.5% | -2.5% | -1.0% | -3.0% |
| 30D | -4.1% | -10.4% | +6.3% | -2.3% |
| 3M | -6.4% | -14.9% | +8.6% | -3.9% |
| 6M | -2.4% | -29.6% | +27.2% | +3.9% |
| YTD | +10.9% | -11.8% | +22.7% | +11.9% |
| 1Y | 0.0% | -5.1% | +5.1% | -1.0% |
| 3Y | +25.8% | +61.3% | -35.5% | +14.4% |
| All | +25.8% | +60.8% | -35.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling