+1,009.8%
LITE vs LHX
+23.0%
+986.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.1% |
| 7D | +12.6% | -2.5% | +15.1% | +12.9% |
| 30D | +9.9% | -10.4% | +20.3% | +11.2% |
| 3M | +9.3% | -14.9% | +24.2% | +10.9% |
| 6M | +75.2% | -29.6% | +104.9% | +85.1% |
| YTD | +165.5% | -11.8% | +177.3% | +166.1% |
| 1Y | +555.0% | -5.1% | +560.1% | +545.3% |
| 3Y | +1,870.5% | +61.3% | +1,809.2% | +1,616.8% |
| 5Y | +1,009.8% | +22.4% | +987.4% | +894.3% |
| All | +1,009.8% | +23.0% | +986.8% | +894.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling