+433.8%
MAR vs LHX
+227.8%
+206.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -0.5% | -4.3% | +3.7% | +0.9% |
| 30D | -5.4% | -15.1% | +9.7% | -0.3% |
| 3M | -15.5% | -21.0% | +5.5% | -9.2% |
| 6M | +3.0% | -32.0% | +35.0% | +16.3% |
| YTD | +8.5% | -15.3% | +23.8% | +12.9% |
| 1Y | +26.0% | -11.1% | +37.0% | +28.4% |
| 3Y | +68.6% | +54.0% | +14.6% | +38.9% |
| 5Y | +157.4% | +17.1% | +140.3% | +127.4% |
| All | +433.8% | +227.8% | +206.0% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling