+17,170.0%
LLY vs LHX
+8,088.8%
+9,081.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | -5.1% | -10.4% | +5.3% | -3.1% |
| 3M | -2.1% | -14.9% | +12.9% | +0.9% |
| 6M | +13.8% | -29.6% | +43.5% | +21.5% |
| YTD | +5.1% | -11.8% | +16.9% | +7.0% |
| 1Y | +53.1% | -5.1% | +58.2% | +53.4% |
| 3Y | +95.6% | +61.3% | +34.3% | +75.8% |
| 5Y | +361.5% | +22.4% | +339.1% | +333.2% |
| 10Y | +1,545.2% | +232.2% | +1,312.9% | +1,172.5% |
| All | +17,170.0% | +8,088.8% | +9,081.3% | +7,901.5% |
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 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