+605.9%
LITE vs LHX
+39.7%
+566.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.4% | +10.6% |
| 7D | +3.4% | +6.5% | -3.1% | +2.7% |
| 30D | -34.9% | +16.1% | -51.0% | -35.8% |
| 3M | -21.0% | -2.8% | -18.2% | -20.6% |
| 6M | -38.5% | -7.7% | -30.8% | -38.2% |
| YTD | +75.8% | -4.6% | +80.4% | +75.0% |
| 1Y | +156.7% | -6.8% | +163.5% | +157.2% |
| 3Y | +1,498.6% | +60.8% | +1,437.7% | +1,298.0% |
| All | +605.9% | +39.7% | +566.2% | +536.5% |
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