+73.0%
LMT vs LHX
+16.3%
+56.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -0.2% | -4.3% | +4.0% | +2.5% |
| 30D | -13.1% | -15.1% | +2.1% | -3.8% |
| 3M | -3.9% | -21.0% | +17.1% | +10.8% |
| 6M | -18.3% | -32.0% | +13.7% | +3.1% |
| YTD | +10.3% | -15.3% | +25.7% | +21.5% |
| 1Y | +14.2% | -11.1% | +25.3% | +21.3% |
| 3Y | +35.0% | +54.0% | -19.0% | 0.0% |
| All | +73.0% | +16.3% | +56.8% | +61.5% |
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 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