-34.5%
RBLX vs LHX
+45.8%
-80.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.2% |
| 3M | +4.6% | -21.0% | +25.6% | +8.4% |
| 6M | -24.7% | -32.0% | +7.3% | -19.9% |
| YTD | -43.8% | -15.3% | -28.5% | -42.0% |
| 1Y | -65.8% | -11.1% | -54.7% | -65.0% |
| 3Y | +59.4% | +54.0% | +5.4% | +50.5% |
| 5Y | -48.2% | +17.1% | -65.3% | -51.3% |
| All | -34.5% | +45.8% | -80.4% | -17.3% |
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