+418.8%
META vs LHX
+228.2%
+190.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.6% | +7.0% |
| 7D | +10.3% | -3.7% | +14.0% | +11.1% |
| 30D | +9.9% | -13.2% | +23.0% | +13.1% |
| 3M | +11.9% | -18.4% | +30.3% | +16.5% |
| 6M | +1.2% | -32.0% | +33.1% | +9.4% |
| YTD | -0.8% | -13.6% | +12.9% | +1.6% |
| 1Y | -14.3% | -6.0% | -8.4% | -14.3% |
| 3Y | +121.4% | +57.9% | +63.4% | +91.9% |
| 5Y | +74.5% | +19.2% | +55.2% | +59.6% |
| 10Y | +418.8% | +232.3% | +186.6% | +271.4% |
| All | +418.8% | +228.2% | +190.6% | +271.4% |
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