+68.6%
MAR vs LHX
+54.0%
+14.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -0.5% | -4.3% | +3.7% | +0.3% |
| 30D | -5.4% | -15.1% | +9.7% | -2.5% |
| 3M | -15.5% | -21.0% | +5.5% | -11.8% |
| 6M | +3.0% | -32.0% | +35.0% | +10.6% |
| YTD | +8.5% | -15.3% | +23.8% | +10.4% |
| 1Y | +26.0% | -11.1% | +37.0% | +26.4% |
| 3Y | +68.6% | +54.0% | +14.6% | +56.9% |
| All | +68.6% | +54.0% | +14.6% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling