+50.7%
O vs LHX
+227.8%
-177.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -2.9% | -4.3% | +1.4% | -1.4% |
| 30D | -4.5% | -15.1% | +10.6% | +0.9% |
| 3M | -2.6% | -21.0% | +18.3% | +5.1% |
| 6M | -5.6% | -32.0% | +26.4% | +7.2% |
| YTD | +9.3% | -15.3% | +24.6% | +14.1% |
| 1Y | +4.3% | -11.1% | +15.4% | +6.4% |
| 3Y | +27.4% | +54.0% | -26.6% | +3.7% |
| 5Y | +17.1% | +17.1% | -0.1% | +3.3% |
| All | +50.7% | +227.8% | -177.1% | +12.9% |
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