+5,285.6%
O vs LHX
+4,651.0%
+634.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -2.3% | -3.7% | +1.5% | -1.3% |
| 30D | -2.4% | -13.2% | +10.7% | +1.1% |
| 3M | -0.6% | -18.4% | +17.8% | +4.4% |
| 6M | -5.0% | -32.0% | +27.0% | +4.5% |
| YTD | +10.4% | -13.6% | +24.0% | +13.7% |
| 1Y | +6.6% | -6.0% | +12.5% | +7.0% |
| 3Y | +28.4% | +57.9% | -29.6% | +11.4% |
| 5Y | +15.3% | +19.2% | -3.9% | +6.3% |
| 10Y | +55.3% | +232.3% | -177.0% | +10.2% |
| All | +5,285.6% | +4,651.0% | +634.6% | +2,330.3% |
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 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