+92.7%
LLY vs LHX
+57.1%
+35.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.1% | -3.7% | +0.6% | -2.5% |
| 30D | -8.6% | -13.2% | +4.5% | -6.4% |
| 3M | -1.6% | -18.4% | +16.7% | +1.6% |
| 6M | +11.8% | -32.0% | +43.8% | +18.6% |
| YTD | +5.1% | -13.6% | +18.8% | +6.5% |
| 1Y | +50.7% | -6.0% | +56.7% | +49.1% |
| All | +92.7% | +57.1% | +35.6% | +78.9% |
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