+226.6%
RCL vs LHX
+17.8%
+208.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -1.4% |
| 30D | -15.7% | -12.7% | -2.9% | -13.1% |
| 3M | -3.6% | -17.6% | +14.0% | +0.3% |
| 6M | -8.7% | -30.7% | +22.1% | -0.7% |
| YTD | -6.2% | -14.3% | +8.2% | -3.7% |
| 1Y | -22.9% | -8.4% | -14.5% | -22.2% |
| 3Y | +173.6% | +56.7% | +116.9% | +140.9% |
| 5Y | +226.6% | +18.5% | +208.1% | +190.9% |
| All | +226.6% | +17.8% | +208.7% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling