+1,527.5%
META vs LHX
+790.3%
+737.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +6.7% | -2.0% | +8.7% | +7.2% |
| 30D | +4.8% | -9.9% | +14.7% | +7.6% |
| 3M | -1.6% | -16.5% | +14.9% | +2.8% |
| 6M | -7.5% | -29.6% | +22.1% | +1.0% |
| YTD | -6.4% | -11.6% | +5.2% | -4.2% |
| 1Y | -17.3% | -4.1% | -13.3% | -17.7% |
| 3Y | +109.9% | +53.3% | +56.7% | +78.8% |
| 5Y | +65.4% | +22.3% | +43.1% | +47.7% |
| 10Y | +391.8% | +231.9% | +159.9% | +185.2% |
| All | +1,527.5% | +790.3% | +737.2% | +650.4% |
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 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