+279.2%
RTX vs LHX
+227.8%
+51.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | -1.5% | -4.3% | +2.7% | +1.0% |
| 30D | -11.0% | -15.1% | +4.2% | -1.9% |
| 3M | +7.7% | -21.0% | +28.6% | +23.3% |
| 6M | -3.9% | -32.0% | +28.1% | +20.4% |
| YTD | +9.0% | -15.3% | +24.3% | +19.3% |
| 1Y | +27.3% | -11.1% | +38.3% | +34.9% |
| 3Y | +172.9% | +54.0% | +118.9% | +103.6% |
| 5Y | +165.2% | +17.1% | +148.1% | +129.2% |
| All | +279.2% | +227.8% | +51.4% | +112.1% |
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