+390.7%
LLY vs LHX
+17.8%
+372.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.3% |
| 30D | -7.4% | -12.7% | +5.3% | -5.2% |
| 3M | -1.0% | -17.6% | +16.6% | +2.4% |
| 6M | +12.5% | -30.7% | +43.2% | +19.8% |
| YTD | +5.0% | -14.3% | +19.4% | +7.0% |
| 1Y | +49.8% | -8.4% | +58.2% | +50.1% |
| 3Y | +95.5% | +56.7% | +38.8% | +75.9% |
| 5Y | +390.7% | +18.5% | +372.2% | +363.1% |
| All | +390.7% | +17.8% | +372.8% | +363.1% |
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