+205.8%
RSP vs LHX
+227.8%
-22.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -1.9% | -4.3% | +2.4% | -0.4% |
| 30D | -2.8% | -15.1% | +12.3% | +2.9% |
| 3M | +2.8% | -21.0% | +23.8% | +11.2% |
| 6M | +10.2% | -32.0% | +42.2% | +25.7% |
| YTD | +13.1% | -15.3% | +28.4% | +18.1% |
| 1Y | +14.8% | -11.1% | +25.8% | +17.2% |
| 3Y | +52.6% | +54.0% | -1.4% | +23.6% |
| 5Y | +51.6% | +17.1% | +34.5% | +33.6% |
| All | +205.8% | +227.8% | -22.0% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling