+59.4%
RBLX vs LHX
+54.0%
+5.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +5.1% | -4.3% | +9.3% | +5.8% |
| 30D | +28.0% | -15.1% | +43.2% | +31.3% |
| 3M | +4.6% | -21.0% | +25.6% | +8.8% |
| 6M | -24.7% | -32.0% | +7.3% | -19.5% |
| YTD | -43.8% | -15.3% | -28.5% | -41.3% |
| 1Y | -65.8% | -11.1% | -54.7% | -64.4% |
| 3Y | +59.4% | +54.0% | +5.4% | +66.2% |
| All | +59.4% | +54.0% | +5.4% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling