+159.4%
LRCX vs LHX
-9.5%
+168.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | -3.1% | -4.3% | +1.2% | -3.2% |
| 30D | -8.6% | -15.1% | +6.6% | -9.0% |
| 3M | -17.7% | -21.0% | +3.3% | -16.8% |
| 6M | +36.4% | -32.0% | +68.3% | +48.5% |
| YTD | +74.5% | -15.3% | +89.9% | +69.1% |
| 1Y | +159.4% | -11.1% | +170.5% | +149.7% |
| All | +159.4% | -9.5% | +168.9% | +149.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling