-11.4%
RKT vs LHX
+16.3%
-27.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.3% |
| 7D | -6.3% | -4.3% | -2.0% | -4.8% |
| 30D | -6.2% | -15.1% | +8.9% | -0.6% |
| 3M | -1.9% | -21.0% | +19.1% | +6.2% |
| 6M | -13.0% | -32.0% | +19.0% | 0.0% |
| YTD | -31.9% | -15.3% | -16.6% | -27.6% |
| 1Y | -37.6% | -11.1% | -26.5% | -34.9% |
| 3Y | +36.8% | +54.0% | -17.2% | +16.1% |
| All | -11.4% | +16.3% | -27.7% | -24.6% |
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