+1,549.9%
LLY vs LHX
+227.8%
+1,322.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | -2.9% | -4.3% | +1.3% | -1.8% |
| 30D | -8.4% | -15.1% | +6.7% | -4.2% |
| 3M | -3.8% | -21.0% | +17.2% | +2.5% |
| 6M | +11.9% | -32.0% | +43.9% | +24.1% |
| YTD | +4.3% | -15.3% | +19.6% | +7.9% |
| 1Y | +48.5% | -11.1% | +59.5% | +50.9% |
| 3Y | +91.2% | +54.0% | +37.2% | +62.7% |
| 5Y | +387.5% | +17.1% | +370.4% | +344.3% |
| All | +1,549.9% | +227.8% | +1,322.1% | +979.7% |
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