+1,546.8%
META vs LHX
+843.7%
+703.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +3.1% | +5.3% | -2.3% | +1.7% |
| 30D | -18.2% | +15.8% | -34.0% | -21.5% |
| 3M | +7.8% | -6.1% | +13.9% | +9.2% |
| 6M | +3.6% | -11.4% | +15.0% | +6.2% |
| YTD | -5.3% | -6.3% | +1.0% | -4.8% |
| 1Y | +2.7% | -8.0% | +10.7% | +3.7% |
| 3Y | +91.5% | +58.1% | +33.4% | +62.1% |
| 5Y | +84.7% | +36.3% | +48.4% | +59.4% |
| 10Y | +429.0% | +216.9% | +212.1% | +215.5% |
| All | +1,546.8% | +843.7% | +703.1% | +645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling