+5,083.9%
LITE vs LHX
+290.7%
+4,793.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | -1.5% | -2.0% | +0.4% | -1.0% |
| 30D | +6.7% | -9.9% | +16.6% | +9.6% |
| 3M | -6.8% | -16.5% | +9.7% | -3.0% |
| 6M | +29.4% | -29.6% | +59.0% | +41.6% |
| YTD | +139.1% | -11.6% | +150.7% | +141.9% |
| 1Y | +521.0% | -4.1% | +525.1% | +511.1% |
| 3Y | +1,535.3% | +53.3% | +1,482.0% | +1,257.8% |
| 5Y | +889.8% | +22.3% | +867.6% | +765.4% |
| 10Y | +2,400.7% | +231.9% | +2,168.9% | +1,448.8% |
| All | +5,083.9% | +290.7% | +4,793.1% | +2,840.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling