+444.1%
META vs LHX
+225.6%
+218.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | -10.8% | +16.5% | -27.2% | -13.7% |
| 3M | +7.9% | -4.3% | +12.2% | +8.7% |
| 6M | +5.4% | -7.1% | +12.5% | +6.5% |
| YTD | -2.6% | -4.8% | +2.3% | -2.4% |
| 1Y | +1.9% | -5.5% | +7.4% | +2.1% |
| 3Y | +97.0% | +60.5% | +36.5% | +71.0% |
| 5Y | +97.6% | +36.4% | +61.2% | +75.0% |
| All | +444.1% | +225.6% | +218.5% | +295.3% |
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