+1,426.5%
LITE vs LHX
+57.1%
+1,369.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.6% |
| 7D | +22.6% | +5.3% | +17.2% | +22.4% |
| 30D | -36.8% | +15.8% | -52.6% | -36.5% |
| 3M | -33.0% | -6.1% | -27.0% | -32.7% |
| 6M | -37.1% | -11.4% | -25.7% | -36.5% |
| YTD | +69.5% | -6.3% | +75.7% | +68.9% |
| 1Y | +146.1% | -8.0% | +154.1% | +146.8% |
| All | +1,426.5% | +57.1% | +1,369.5% | +1,183.7% |
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 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