+1,127.7%
RSP vs LHX
+2,865.9%
-1,738.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -0.8% | -2.0% | +1.2% | 0.0% |
| 30D | -0.3% | -9.9% | +9.6% | +3.8% |
| 3M | +4.3% | -16.5% | +20.8% | +11.2% |
| 6M | +8.8% | -29.6% | +38.4% | +24.0% |
| YTD | +15.3% | -11.6% | +26.8% | +19.1% |
| 1Y | +18.3% | -4.1% | +22.4% | +17.8% |
| 3Y | +52.8% | +53.3% | -0.4% | +23.4% |
| 5Y | +51.7% | +22.3% | +29.4% | +31.2% |
| 10Y | +208.5% | +231.9% | -23.4% | +68.9% |
| All | +1,127.7% | +2,865.9% | -1,738.2% | +188.4% |
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