-25.7%
RKT vs LHX
+65.5%
-91.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.0% |
| 7D | -1.0% | -3.7% | +2.8% | +0.4% |
| 30D | -2.4% | -13.2% | +10.8% | +2.6% |
| 3M | +1.9% | -18.4% | +20.3% | +9.1% |
| 6M | -13.9% | -32.0% | +18.1% | -0.9% |
| YTD | -30.6% | -13.6% | -17.0% | -26.8% |
| 1Y | -34.4% | -6.0% | -28.4% | -33.0% |
| 3Y | +38.2% | +57.9% | -19.8% | +15.4% |
| 5Y | -9.7% | +19.2% | -28.9% | -20.1% |
| All | -25.7% | +65.5% | -91.2% | -43.5% |
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