+11,380.6%
LMT vs LHX
+7,852.8%
+3,527.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.5% | -4.8% | +4.3% | +0.9% |
| 30D | -10.8% | -12.7% | +2.0% | -7.2% |
| 3M | +1.6% | -17.6% | +19.2% | +7.4% |
| 6M | -17.6% | -30.7% | +13.2% | -8.5% |
| YTD | +11.6% | -14.3% | +25.9% | +16.7% |
| 1Y | +17.2% | -8.4% | +25.6% | +20.2% |
| 3Y | +35.7% | +56.7% | -20.9% | +20.0% |
| 5Y | +75.2% | +18.5% | +56.7% | +67.1% |
| 10Y | +190.1% | +229.6% | -39.5% | +123.0% |
| All | +11,380.6% | +7,852.8% | +3,527.8% | +4,714.9% |
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 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