+173.5%
RTX vs LHX
+55.8%
+117.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -2.0% | -4.8% | +2.8% | +0.5% |
| 30D | -11.2% | -12.7% | +1.5% | -4.9% |
| 3M | +12.0% | -17.6% | +29.7% | +23.2% |
| 6M | -3.6% | -30.7% | +27.2% | +15.5% |
| YTD | +9.2% | -14.3% | +23.5% | +18.3% |
| 1Y | +29.7% | -8.4% | +38.1% | +36.0% |
| All | +173.5% | +55.8% | +117.7% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling