-17.3%
META vs LHX
-4.2%
-13.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +6.7% | -2.0% | +8.7% | +6.8% |
| 30D | +4.8% | -9.9% | +14.7% | +5.4% |
| 3M | -1.6% | -16.5% | +14.9% | -0.6% |
| 6M | -7.5% | -29.6% | +22.1% | -6.2% |
| YTD | -6.4% | -11.6% | +5.2% | -2.9% |
| 1Y | -17.3% | -4.1% | -13.3% | -11.8% |
| All | -17.3% | -4.2% | -13.1% | -11.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling