+2,382.0%
LITE vs LHX
+227.8%
+2,154.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +5.2% | -4.3% | +9.4% | +6.5% |
| 30D | -0.6% | -15.1% | +14.6% | +4.1% |
| 3M | +4.2% | -21.0% | +25.2% | +10.6% |
| 6M | +38.0% | -32.0% | +69.9% | +53.6% |
| YTD | +151.5% | -15.3% | +166.8% | +157.7% |
| 1Y | +462.2% | -11.1% | +473.3% | +465.3% |
| 3Y | +1,810.6% | +54.0% | +1,756.6% | +1,446.8% |
| 5Y | +980.2% | +17.1% | +963.1% | +841.3% |
| All | +2,382.0% | +227.8% | +2,154.2% | +856.7% |
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